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[MATLAB] 空间计量经济学软件代码资源集锦(Matlab/R/Python/SAS/Stata)   [推广有奖]

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落叶无雨 学生认证  发表于 2018-10-24 20:28:10 |显示全部楼层
本帖最后由 落叶无雨 于 2018-11-8 21:11 编辑

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1)Matalb 代码资源:
Elhorst J.P.: https://spatial-panels.com/software/
James P. LeSage:https://www.spatial-econometrics.com/
Donald J. Lacombe:http://myweb.ttu.edu/dolacomb/matlab.html

2)R代码资源:

CRAN Task View:https://cran.r-project.org/web/views/Spatial.html

3)Python代码资源:

PySAL: https://pysal.readthedocs.io/en/latest/users/tutorials/index.html

4)Stata代码资源:

具体操作详见论坛里的《面板空间计量之stata应用:学习笔记》:http://bbs.pinggu.org/thread-4906207-1-1.html

Spatial Matrix Creation

l  spmat --Create and manage spatial-weighting matrix objects  [Author: Drukker et.al,2013]

l  spatwmat---Spatial weights matrices for spatial data analysis  [Author: Pisati ,2012]

l  spwmatrix--- Generates, imports, and exports spatial weights  [Author: Jeanty, updated 2014.03.15]

l  spwmatfill ---Assigns first nearest neighbors to observations with no contiguous neighbors.   [Author: Jeanty, 2010]

l  spweight --- Module to compute Cross-Section and Panel SpatialWeight Matrix  [Author: Shehata, 2013]

l  spweightxt-- Module to compute Cross-Section and Panel Spatial Weight Matrix  [Author: Shehata,2013]

l  spweightcs ---Module to computeCross Section Spatial Weight Matrix  [Author: Shehata, 2013]

l  spcs2xt---Module to Convert Cross Section to Panel Spatial Weight Matrix  [Author: Shehata, 2012]

l  shp2dta ---Module to converts shape boundary files to Stata datasets  [Author: Crow, 2013]

Spatial Autocorrelation Test

l  spautoc --Stata modules to calculate spatial autocorrelation  [Author: Nicholas Cox et.al,2006]

l  spatgsa --Measures of global spatial autocorrelation [Author: Maurizio Pisati, 2001]

l  spatlsa --Measures of local spatial autocorrelation [Author: Maurizio Pisati, 2001]

l  spatcorr --Stata modules to compute and plot spatial autocorrelation  [Author: Maurizio Pisati, 2001]

l  spatdiag --Diagnostic tests for spatial dependence in OLS regression  [Author: Maurizio Pisati, 2001]

l  anketest--Moduleto perform diagnostic tests for spatial autocorrelation in the residuals ofOLS, SAR, IV, and IV-SAR models

l  splagvar-Moduleto generate spatially lagged variables, construct the Moran Scatter plot, andcalculate Moran's I statistics

Cross-Section Regression

l  spatreg- Moduleto estimate the spatial lag and the spatial error regression models by maximumlikelihood.

l  spmlreg--Moduleto estimate the spatial lag, the spatial error, the spatial durbin, and thegeneral spatial models by maximum likelihood

l  spautoreg--Moduleto estimate Spatial Cross Sections Regression (Lag-Error-Durbin-SAC-SPGKS-SPGSAR-GS2SLS-GS3SLS-SPML-SPGS-SPIVREG-IVTobit)

l  sppack--Modulefor cross-section spatial-autoregressive models

l  gs2sls-Moduleto estimate Generalized Spatial Two Stage Least Squares Cross Sections Regression

l  gs2slsar--Module to estimate GeneralizedSpatial Autoregressive Two Stage Least Squares Cross Sections Regression

l  gs3sls--Moduleto estimate Generalized Spatial Three Stage Least Squares Cross SectionsRegression (3SLS)

l  gs3slsar--Module to estimate GeneralizedSpatial Autoregressive Three Stage Least Squares (3SLS) Cross SectionsRegression

l  spgmm--Moduleto estimate Spatial Autoregressive Generalized Method of Moments Cross SectionsRegression

l  spregsac--Module to estimate Maximum Likelihood Estimation AutoCorrelation (SAC) CrossSection Regression

l  spregsar--Moduleto estimate Maximum Likelihood Estimation Spatial Lag Cross Sections Regression

l  spregsdm--Moduleto Estimate Maximum Likelihood Estimation Spatial Durbin Cross SectionsRegression

l  spregsem--Module to Estimate Maximum LikelihoodEstimation Spatial Error Cross Sections Regression

l  spmstard--Moduleto Eestimate Multiparametric Spatio Temporal AutoRegressive Regression SpatialDurbin Cross Sections Models

l  spmstar--Moduleto Estimate (m-STAR) Spatial Multiparametric Spatio Temporal AutoRegressiveRegression Models

l  spmstardh--Moduleto Estimate (m-STAR) Spatial Multiparametric Spatio Temporal AutoRegressiveRegression: Spatial Durbin Multiplicative Heteroscedasticity Cross SectionsModels

l  spmstarh--Moduleto Estimate (m-STAR) Spatial Multiparametric Spatio Temporal AutoRegressiveRegression: Spatial Lag Multiplicative Heteroscedasticity Cross Sections Models

l  sptobitmstar--Moduleto Estimate Tobit (m-STAR) Spatial Multiparametric Spatio TemporalAutoRegressive Regression: Spatial Lag Cross Sections Models

l  sptobitmstard--Moduleto Estimate Tobit (m-STAR) Spatial Multiparametric Spatio TemporalAutoRegressive Regression: Spatial Durbin Cross Sections Models

l  sptobitmstardh--Moduleto Estimate Tobit (m-STAR) Spatial Multiparametric Spatio TemporalAutoRegressive Regression: Spatial Durbin Multiplicative HeteroscedasticityCross Sections Models

l  sptobitmstarh--Moduleto Estimate Tobit (m-STAR) Spatial Multiparametric Spatio TemporalAutoRegressive Regression: Spatial Lag Multiplicative Heteroscedasticity CrossSections Models

l  sptobitsar--Moduleto Estimate Tobit MLE Spatial Lag Cross Sections Regression

l  sptobitsem--Moduleto Estimate Tobit MLE Spatial Error Cross Sections Regression

l  sptobitsdm--Moduleto Estimate Tobit MLE Spatial Durbin Cross Sections Regression

l  sptobitsac--Moduleto Estimate Tobit MLE Spatial Autocorrelation Cross Sections Regression

Panel Regression

l  xsmle --Stata modules to calculate spatial Panel Regression  [Author: Belotti et.al, 2014]

l  spglsxt--Moduleto estimate Spatial Panel Autoregressive Generalized Least Squares Regression

l  spregsdmxt:Maximum Likelihood Estimation Spatial Durbin Panel Regression [Author: Shehataet.al, 2014]

l  gs2slsarxt--Moduleto estimate Generalized Spatial Panel Autoregressive Two Stage Least SquaresRegression

l  gs2slsxt--Moduleto estimate Generalized Spatial Panel Autoregressive Two-Stage Least SquaresRegression

l  spgmmxt--Moduleto estimate Spatial Panel Autoregressive Generalized Method of MomentsRegression

l  spmstardhxt--Moduleto estimate (m-STAR) Spatial Multiparametric Spatio Temporal AutoRegressiveRegression: Spatial Durbin Multiplicative Heteroscedasticity Panel Models

l  spmstardxt--Moduleto Estimate (m-STAR) Spatial Multiparametric Spatio Temporal AutoRegressiveRegression: Spatial Durbin Panel Models

l  spmstarhxt--Moduleto Estimate (m-STAR) Spatial Multiparametric Spatio Temporal AutoRegressiveRegression: Spatial Lag Multiplicative Heteroscedasticity Panel Models

l  spmstarxt--Moduleto Estimate (m-STAR) Spatial Panel Multiparametric Spatio TemporalAutoRegressive Regression Models

l  spregdhp--Module to estimate Spatial PanelHan-Philips Linear Dynamic Regression: Lag & Durbin Models

l  spregdpd--Module to estimate Spatial PanelArellano-Bond Linear Dynamic Regression: Lag & Durbin Models

l  spregfext--Module to compute Spatial Panel FixedEffects Regression: Lag and Durbin Models

l  spreghetxt--Module to Estimate Spatial PanelRandom-Effects Multiplicative Heteroscedasticity Regression: Lag and DurbinModels

l  spregrext--Module to compute Spatial PanelRandom Effects Regression: Lag and Durbin Models

l  spregsacxt--Module to Estimate Maximum LikelihoodEstimation Spatial AutoCorrelation (SAC) Panel Regression

l  spregsarxt--Module to Estimate Maximum LikelihoodEstimation Spatial Lag Panel Regression

l  spregsdmxt--Module to Estimate Maximum LikelihoodEstimation Spatial Panel Durbin Regression

l  spregsemxt--Module to Estimate Maximum LikelihoodEstimation Spatial Error Panel Regression

l  Spregxt—New Stata Module Econometric Toolkitto Estimate Spatial Panel Regression Models

l  spxttobit--Moduleto estimate Tobit Spatial Panel Autoregressive Generalized Least SquaresRegression

l  sptobitmstardhxt--Moduleto Estimate Tobit (m-STAR) Spatial Multiparametric Spatio TemporalAutoRegressive Regression: Spatial Durbin Multiplicative HeteroscedasticityPanel Models

l  sptobitmstardxt--Moduleto estimate Tobit (m-STAR) Spatial Multiparametric Spatio TemporalAutoRegressive Regression: Spatial Durbin Panel Models

l  sptobitmstarhxt--Moduleto estimate Tobit (m-STAR) Spatial Multiparametric Spatio TemporalAutoRegressive Regression: Spatial Lag Multiplicative Heteroscedasticity PanelModels

l  sptobitmstarxt--Moduleto estimate Tobit (m-STAR) Spatial Multiparametric Spatio TemporalAutoRegressive Regression: Spatial Lag Panel Models

l  sptobitsemxt--Moduleto estimate Tobit MLE Spatial Error Panel Regression

l  sptobitsacxt--Moduleto estimate Tobit MLE Spatial AutoCorrelation (SAC) Panel Regression

l  sptobitsarxt-- Module to estimate Tobit MLE Spatial Lag Panel Regression

l  sptobitsdmxt--Moduleto estimate Tobit MLE Spatial Panel Durbin Regression

Other Commands

l  china_spatdwm--Moduleto provide spatial distance matrices for Chinese provinces and cities

l  usswm--Moduleto provide US state and county spatial weight (contiguity) matrices

l  spmap--Moduleto visualize spatial data

l  spseudor2--Module to calculate goodness-of-fit measures in spatial autoregressive models

l  spagg--Moduleto create aggregate source or target contagion spatial effect variable fordirected dyadic data

l  spspc--Module to create specific source or target contagion spatial effect variablefor directed dyadic data

l  spdir--Moduleto create directed dyad contagion spatial effect variable

l  spundir--Moduleto create directed dyad contagion spatial effect variable

l  spmon--Moduleto create spatial effect variable for monadic data

l  spgrid--Moduleto generate two-dimensional grids for spatial data analysis

l  spkde -Moduleto perform kernel estimation of density and intensity functions fortwo-dimensional spatial point patterns


5)SAS代码资源:

The SPATIALREGProcedure:https://support.sas.com/rnd/app/ ... ets_spatialreg.html

6) 相关论坛

Github: https://github.com/





















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lovebao 发表于 2018-10-24 20:53:11 |显示全部楼层
感谢楼主分享
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hzhangchina 发表于 2018-10-24 20:53:46 |显示全部楼层
技术帖!!!厉害,希望的存在
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落叶无雨 学生认证  发表于 2018-10-24 20:58:55 |显示全部楼层
lovebao 发表于 2018-10-24 20:53
感谢楼主分享
多多转发,分享给更多的人,希望有助于大家开展研究。
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落叶无雨 学生认证  发表于 2018-10-24 20:59:35 |显示全部楼层
hzhangchina 发表于 2018-10-24 20:53
技术帖!!!厉害,希望的存在
多多转发,分享给更多的人,希望有助于大家开展研究。
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hifinecon 发表于 2018-10-24 21:07:16 来自手机 |显示全部楼层
落叶无雨 发表于 2018-10-24 20:28
1)Matalb 代码资源:
Elhorst J.P.: https://spatial-panels.com/software/
James P. LeSage:https://w ...
thanks LZ for your kindness
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落叶无雨 学生认证  发表于 2018-10-24 21:09:26 |显示全部楼层
hifinecon 发表于 2018-10-24 21:07
thanks LZ for your kindness
希望能借你之手分享给更多的同学。
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shanxianmin2011 发表于 2018-10-24 21:47:29 |显示全部楼层
谢谢分享
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惊鸿踏月 发表于 2018-10-24 22:11:10 |显示全部楼层
感谢楼主分享
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李玉坤 学生认证  发表于 2018-10-24 22:20:49 |显示全部楼层
谢谢啦
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