Matlab与空间计量.rar
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文件类型: .rar
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文件大小: 26.3MB
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文件包含OLS的LM检验代码,SDM代码及LM检验代码,SAR检验及LM代码,SEM检验及LM代码等。
代码片段和文件信息
属性 大小 日期 时间 名称
----------- --------- ---------- ----- ----
文件 216064 2017-08-29 12:41 Matlab与空间计量A.xls
文件 100664 2017-08-26 16:46 Matlab与空间计量elhorst_model.rar
文件 5818 2017-09-10 16:30 Matlab与空间计量Elhost-New Course Spatial EconometricsAAA.m
文件 1164 2008-05-07 17:13 Matlab与空间计量Elhost-New Course Spatial Econometricseta_cdf.m
文件 1361 2006-07-13 21:17 Matlab与空间计量Elhost-New Course Spatial Econometricseta_prior.m
文件 1115 2007-07-16 21:18 Matlab与空间计量Elhost-New Course Spatial Econometricseta_rnd.m
文件 972 2005-07-01 20:49 Matlab与空间计量Elhost-New Course Spatial Econometricschis_prb.m
文件 217088 2012-05-25 21:51 Matlab与空间计量Elhost-New Course Spatial Econometricscigarette.xls
文件 25600 2012-05-25 21:53 Matlab与空间计量Elhost-New Course Spatial Econometricscigar_states.xls
文件 3610 2017-09-12 20:06 Matlab与空间计量Elhost-New Course Spatial EconometricsCourse2016cigarette.m
文件 33615 2012-06-25 18:41 Matlab与空间计量Elhost-New Course Spatial EconometricsData_cigarette_demand.mat
文件 1122 2005-07-05 20:04 Matlab与空间计量Elhost-New Course Spatial Econometricsdemean.m
文件 1581 2013-06-18 22:59 Matlab与空间计量Elhost-New Course Spatial EconometricsdemeanF.m
文件 3636 2010-10-15 19:35 Matlab与空间计量Elhost-New Course Spatial Econometricsdirect_indirect_effects_estimates.m
文件 563 2012-09-12 15:59 Matlab与空间计量Elhost-New Course Spatial Econometricsf2_sacpanel.m
文件 1832 2010-10-13 23:02 Matlab与空间计量Elhost-New Course Spatial Econometricsf2_sarpanel.m
文件 1881 2010-10-13 23:07 Matlab与空间计量Elhost-New Course Spatial Econometricsf2_sempanel.m
文件 494 2012-05-23 23:31 Matlab与空间计量Elhost-New Course Spatial Econometricsf_sacpanel.m
文件 1915 2010-10-13 23:01 Matlab与空间计量Elhost-New Course Spatial Econometricsf_sarpanel.m
文件 1763 2010-10-13 23:06 Matlab与空间计量Elhost-New Course Spatial Econometricsf_sempanel.m
文件 1230 2006-09-07 18:13 Matlab与空间计量Elhost-New Course Spatial Econometricsinvpd.m
文件 1555 2006-04-28 19:09 Matlab与空间计量Elhost-New Course Spatial Econometricslndetexact.m
文件 1603 2007-04-05 16:29 Matlab与空间计量Elhost-New Course Spatial Econometricslndetfull.m
文件 2297 2010-12-10 19:17 Matlab与空间计量Elhost-New Course Spatial Econometricslndetint.m
文件 2763 2006-04-25 21:10 Matlab与空间计量Elhost-New Course Spatial Econometricslndetmc.m
文件 13455 2013-11-20 23:41 Matlab与空间计量Elhost-New Course Spatial Econometricslog_marginal_panelprob.m
文件 17188 2013-06-25 05:50 Matlab与空间计量Elhost-New Course Spatial Econometricslog_marginal_panelvec.m
文件 1107 2007-07-16 22:20 Matlab与空间计量Elhost-New Course Spatial Econometricsmatdiv.m
文件 1106 2001-03-28 06:59 Matlab与空间计量Elhost-New Course Spatial Econometricsmatsub.m
文件 9800 2009-06-30 15:53 Matlab与空间计量Elhost-New Course Spatial Econometricsmprint.m
............此处省略1303个文件信息
% read data
A=xlsread(‘E:空间计量经济学Elhost-New Course Spatial Econometricscigarette.xls‘);
W1=xlsread(‘E:空间计量经济学Elhost-New Course Spatial EconometricsSpat-Sym-US.xls‘); % This is a binary contiguity matrix
% set dimensions
T=30; % number of time periods
N=46; % number of regions
% row-normalize W
W=normw(W1); % row-normalize binary contiguity matrix
% define dependent and independent variables
y=A(:[3]); % column number in the data matrix that corresponds to the dependent variable
x=A(:[46]); % column numbers in the data matrix that correspond to the independent variables
% Create WX variables
for t=1:T
t1=(t-1)*N+1;t2=t*N;
wx(t1:t2:)=W*x(t1:t2:);
end
% determine size of the x matrix
[nobs K]=size(x);
display(‘Results Binary Contiguity matrix‘)
%
% All models include spatial and time period fixed effects (sfe and tfe) (info.)model=3
% model=0 no sfe and tfe model=1 only sfe model=2 only tfe
% ----------------------------------------------------------------------------------------
% OLS model without spatial interaction effects
model=3; % sfe + tfe
[ywithxwithmeannymeannxmeantymeantx]=demean(yxNTmodel);
results=ols(ywithxwith);
vnames=strvcat(‘logcit‘‘logp‘‘logy‘); % should be changed if x is changed
prt_reg(resultsvnames);
% Additional results
et=ones(T1);
en=ones(N1);
intercept=mean(y)-mean(x)*results.beta;
sfe=meanny-meannx*results.beta-kron(enintercept);
tfe=meanty-meantx*results.beta-kron(etintercept);
yme = y - mean(y);
ent=ones(N*T1);
error=y-kron(tfeen)-kron(etsfe)-x*results.beta-kron(entintercept);
rsqr1 = error‘*error;
rsqr2 = yme‘*yme;
FE_rsqr2 = 1.0 - rsqr1/rsqr2 % r-squared including fixed effects
sige=results.sige*((nobs-K)/nobs);
loglik=-nobs/2*log(2*pi*sige)-1/(2*sige)*results.resid‘*results.resid
% Direct and indirect effects already determined by OLS
% ----------------------------------------------------------------------------------------
% Spatial lag model SAR
info.lflag=0; % required for exact results
info.model=3; % sfe + tfe
info.fe=0; % Do not print intercept and fixed effects; use info.fe=1 to turn on
results=sar_panel_FE(yxWTinfo);
% Print out coefficient estimates
vnames=strvcat(‘logcit‘‘logp‘‘logy‘); % variable names
prt_sp(resultsvnames1);
% Print out direct and indirect effects
spat_model=0; % 0 for SAR 1 for SDM/GNS model
direct_indirect_effects_estimates(resultsWspat_model);
% ----------------------------------------------------------------------------------------
% Spatial error model SEM
info.lflag=0; % required for exact results
info.model=3; % sfe + tfe
info.fe=0; % Do not print intercept and fixed effects; use info.fe=1 to turn on
results=sem_panel_FE(yxWTinfo);
% Print out coefficient estimates
vnames=strvcat(‘logcit‘‘logp‘‘logy‘); % variable names
prt_sp(resultsvnames1);
% Direct and indirect effects already determined by SEM
% --------------------------------------------------------
属性 大小 日期 时间 名称
----------- --------- ---------- ----- ----
文件 216064 2017-08-29 12:41 Matlab与空间计量A.xls
文件 100664 2017-08-26 16:46 Matlab与空间计量elhorst_model.rar
文件 5818 2017-09-10 16:30 Matlab与空间计量Elhost-New Course Spatial EconometricsAAA.m
文件 1164 2008-05-07 17:13 Matlab与空间计量Elhost-New Course Spatial Econometricseta_cdf.m
文件 1361 2006-07-13 21:17 Matlab与空间计量Elhost-New Course Spatial Econometricseta_prior.m
文件 1115 2007-07-16 21:18 Matlab与空间计量Elhost-New Course Spatial Econometricseta_rnd.m
文件 972 2005-07-01 20:49 Matlab与空间计量Elhost-New Course Spatial Econometricschis_prb.m
文件 217088 2012-05-25 21:51 Matlab与空间计量Elhost-New Course Spatial Econometricscigarette.xls
文件 25600 2012-05-25 21:53 Matlab与空间计量Elhost-New Course Spatial Econometricscigar_states.xls
文件 3610 2017-09-12 20:06 Matlab与空间计量Elhost-New Course Spatial EconometricsCourse2016cigarette.m
文件 33615 2012-06-25 18:41 Matlab与空间计量Elhost-New Course Spatial EconometricsData_cigarette_demand.mat
文件 1122 2005-07-05 20:04 Matlab与空间计量Elhost-New Course Spatial Econometricsdemean.m
文件 1581 2013-06-18 22:59 Matlab与空间计量Elhost-New Course Spatial EconometricsdemeanF.m
文件 3636 2010-10-15 19:35 Matlab与空间计量Elhost-New Course Spatial Econometricsdirect_indirect_effects_estimates.m
文件 563 2012-09-12 15:59 Matlab与空间计量Elhost-New Course Spatial Econometricsf2_sacpanel.m
文件 1832 2010-10-13 23:02 Matlab与空间计量Elhost-New Course Spatial Econometricsf2_sarpanel.m
文件 1881 2010-10-13 23:07 Matlab与空间计量Elhost-New Course Spatial Econometricsf2_sempanel.m
文件 494 2012-05-23 23:31 Matlab与空间计量Elhost-New Course Spatial Econometricsf_sacpanel.m
文件 1915 2010-10-13 23:01 Matlab与空间计量Elhost-New Course Spatial Econometricsf_sarpanel.m
文件 1763 2010-10-13 23:06 Matlab与空间计量Elhost-New Course Spatial Econometricsf_sempanel.m
文件 1230 2006-09-07 18:13 Matlab与空间计量Elhost-New Course Spatial Econometricsinvpd.m
文件 1555 2006-04-28 19:09 Matlab与空间计量Elhost-New Course Spatial Econometricslndetexact.m
文件 1603 2007-04-05 16:29 Matlab与空间计量Elhost-New Course Spatial Econometricslndetfull.m
文件 2297 2010-12-10 19:17 Matlab与空间计量Elhost-New Course Spatial Econometricslndetint.m
文件 2763 2006-04-25 21:10 Matlab与空间计量Elhost-New Course Spatial Econometricslndetmc.m
文件 13455 2013-11-20 23:41 Matlab与空间计量Elhost-New Course Spatial Econometricslog_marginal_panelprob.m
文件 17188 2013-06-25 05:50 Matlab与空间计量Elhost-New Course Spatial Econometricslog_marginal_panelvec.m
文件 1107 2007-07-16 22:20 Matlab与空间计量Elhost-New Course Spatial Econometricsmatdiv.m
文件 1106 2001-03-28 06:59 Matlab与空间计量Elhost-New Course Spatial Econometricsmatsub.m
文件 9800 2009-06-30 15:53 Matlab与空间计量Elhost-New Course Spatial Econometricsmprint.m
............此处省略1303个文件信息
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