发布时间 : 星期日 文章六步学会用MATLAB做空间计量回归详细步骤更新完毕开始阅读611c1494d4bbfd0a79563c1ec5da50e2534dd163
wx(t1:t2,:)=W*x(t1:t2,:); end
xconstant=ones(N*T,1); [nobs K]=size(x); info.lflag=0; info.model=0; info.fe=0;
results=sem_panel_FE(y,[xconstant x wx],W,T,info);
vnames=strvcat('logcit','intercept','logp','logy','W*logp','W*logy'); prt_spnew(results,vnames,1) % Print out effects estimates spat_model=1;
direct_indirect_effects_estimates(results,W,spat_model); panel_effects_sdm(results,vnames,W);
2、空间固定效应（Spatial fixed effects）
T=30; N=46; W=normw(W1); y=A(:,[3]); x=A(:,[4,6]); for t=1:T
t1=(t-1)*N+1;t2=t*N; wx(t1:t2,:)=W*x(t1:t2,:); end
xconstant=ones(N*T,1); [nobs K]=size(x);
info.lflag=0; % required for exact results info.model=1;
info.fe=0; % Do not print intercept and fixed effects; use info.fe=1 to turn on
results=sem_panel_FE(y,[x wx],W,T,info);
vnames=strvcat('logcit','logp','logy','W*logp','W*logy'); prt_spnew(results,vnames,1) % Print out effects estimates spat_model=1;
direct_indirect_effects_estimates(results,W,spat_model); panel_effects_sdm(results,vnames,W);
3、时点固定效应（Time period fixed effects）
T=30; N=46; W=normw(W1); y=A(:,[3]);
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x=A(:,[4,6]); for t=1:T
t1=(t-1)*N+1;t2=t*N; wx(t1:t2,:)=W*x(t1:t2,:); end
xconstant=ones(N*T,1); [nobs K]=size(x);
info.lflag=0; % required for exact results info.model=2;
info.fe=0; % Do not print intercept and fixed effects; use info.fe=1 to turn on
% New routines to calculate effects estimates results=sem_panel_FE(y,[x wx],W,T,info);
vnames=strvcat('logcit','logp','logy','W*logp','W*logy'); % Print out coefficient estimates prt_spnew(results,vnames,1) % Print out effects estimates spat_model=1;
direct_indirect_effects_estimates(results,W,spat_model); panel_effects_sdm(results,vnames,W)
4、双固定效应（Spatial and time period fixed effects）
T=30; N=46; W=normw(W1); y=A(:,[3]); x=A(:,[4,6]); for t=1:T
t1=(t-1)*N+1;t2=t*N; wx(t1:t2,:)=W*x(t1:t2,:); end
xconstant=ones(N*T,1); [nobs K]=size(x); info.bc=0;
info.lflag=0; % required for exact results info.model=3;
info.fe=0; % Do not print intercept and fixed effects; use info.fe=1 to turn on
results=sem_panel_FE(y,[x wx],W,T,info);
vnames=strvcat('logcit','logp','logy','W*logp','W*logy'); prt_spnew(results,vnames,1) % Print out effects estimates spat_model=1;
direct_indirect_effects_estimates(results,W,spat_model);
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panel_effects_sdm(results,vnames,W)
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