dddu 发表于 2014-4-14 21:01
谢谢,已经解决了
那个,请教一下,你是怎么解决这个问题的?
T=13;N=11;y=log(pc(:,[1]));x=pc(:,[2,3,4,5,6,7,8]);xconstant=ones(N*T,1);[nobs K]=size(x);
results=ols(y, [xconstant x]);
vnames=strvcat('cons','x1','x2','x3','x4','x5','x6','x7');
prt_reg(results, vnames,1);
sige=results.sige*((nobs-K)/nobs);
loglikols=-nobs/2*log(2*pi*sige)-1/(2*sige)*results.resid'* results.resid
Lmsarsem_panel(results,W,y, [xconstant x]);
I=eye(T);W1=kron(I,W);
res=moran(y,[ xconstant x],W1);
prt(res);
Wrong # of variable names in prt_reg -- check vnames argument
will use generic variable names
Ordinary Least-squares Estimates
R-squared = 0.4886
Rbar-squared = 0.4621
sigma^2 = 0.0320
Durbin-Watson = 1.9861
Nobs, Nvars = 143, 8
***************************************************************
Variable Coefficient t-statistic t-probability
variable 1 -2.119811 -5.162336 0.000001
variable 2 -0.000254 -2.286326 0.023792
variable 3 0.006145 5.199915 0.000001
variable 4 0.000001 0.601927 0.548233
variable 5 -0.005055 -1.382465 0.169112
variable 6 -0.000009 -0.131714 0.895407
variable 7 0.028032 6.499454 0.000000
variable 8 0.022966 3.522435 0.000584
loglikols =
47.3061
十分感谢!!!!!