请教matlab做空间面板如何做LM和robust-LM检验？

同问。我也出现同样的问题，老是说我出现奇异矩阵，或是出现“0”除现象。可能是我的权重矩阵有几列为零的缘故。可问题是，我不能随便修改权重矩阵呀，另外也不知道怎么修改最后运行出来的结果恰好不是奇异矩阵？

期盼有高人回复和指导呀！在此先多谢了

还有，我看见很多地方说，可以使用pinv这个函数求伪逆矩阵，也就是说即使计算中出现奇异矩阵也是可以正常运行的。可我不知道在程序中哪里可以加上？

这里是代码：
clear all;

A=wk1read('cigardemo.wk1',1,0);
W1=wk1read('Spat-Sym-US.wk1');
% Dataset downloaded from www.wiley.co.uk/baltagi/
% Spatial weights matrix constructed by Elhorst
%
% written by: J.Paul Elhorst summer 2008
% University of Groningen
% Department of Economics
% 9700AV Groningen
% the Netherlands
% j.p.elhorst@rug.nl
%
% REFERENCES: 
% Elhorst JP (2009) Spatial Panel Data Models. In Fischer MM, Getis A (Eds.) 
% Handbook of Applied Spatial Analysis, Ch. C.2. Springer: Berlin Heidelberg New York.
%
% dimensions of the problem
T=6; % number of time periods
N=46; % number of regions
% row-normalize W
W=normw(W1); % function of LeSage
y=A(:,3); % column number in the data matrix that corresponds to the dependent variable
x=A(:,[4,5,6]); % column numbers in the data matrix that correspond to the independent variables
xconstant=ones(N*T,1);
[nobs K]=size(x);
% ----------------------------------------------------------------------------------------
% ols estimation 
results=ols(y,[xconstant x]);
vnames=char('logcit','intercept','logp','logpn','logy');
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]); % (Robust) LM tests
% ----------------------------------------------------------------------------------------
% spatial fixed effects + (robust) LM tests for spatial lag and spatial error model
% fixed effects, within estimator
% demeaning of the y and x variables
model=1;
[ywith,xwith,meanny,meannx,meanty,meantx]=demean(y,x,N,T,model);
results=ols(ywith,xwith);
vnames=char('logcit','logp','logpn','logy'); % should be changed if x is changed
prt_reg(results,vnames);
FE=meanny-meannx*results.beta; % including the constant term
yme = y - mean(y);
ee=ones(T,1);
error=y-kron(ee,FE)-x*results.beta;
rsqr1 = error'*error;
rsqr2 = yme'*yme;
FE_rsqr2 = 1.0 - rsqr1/rsqr2 % r-squared including fixed effects
sige=results.sige*((nobs-K)/nobs);
loglikfe=-nobs/2*log(2*pi*sige)-1/(2*sige)*results.resid'*results.resid
LMsarsem_panel(results,W,ywith,xwith); % (Robust) LM tests
% ----------------------------------------------------------------------------------------
% spatial and time period fixed effects + (robust) LM tests for spatial lag and spatial error model
% fixed effects, within estimator
% demeaning of the y and x variables
model=3;
[ywith,xwith,meanny,meannx,meanty,meantx]=demean(y,x,N,T,model);
results=ols(ywith,xwith);
vnames=char('logcit','logp','logpn','logy'); % should be changed if x is changed
prt_reg(results,vnames);
sige=results.sige*((nobs-K)/nobs);
loglikfe=-nobs/2*log(2*pi*sige)-1/(2*sige)*results.resid'*results.resid
LMsarsem_panel(results,W,ywith,xwith); % (Robust) LM tests

出错的语句都是在每个model下的最后一个语句：LMsarsem_panel(results,W,ywith,xwith); % (Robust) LM tests

楼主，请问你的问题解决了吗，我最近也在做一个类似的课题，然而并没有用过MATLAB ，能给我发一份实例那个参考一下么，谢谢。邮箱：669230052@qq.com

很想请问下 为何我做出来的robust的LM值比LM值更大呀
LM test no spatial lag, probability          =  152.1242,   0.0000
robust LM test no spatial lag, probability   =  168.0992,   0.0000
LM test no spatial error, probability        =   74.6188,   0.0000
robust LM test no spatial error, probability =   90.5938,   0.0000

您好，向您请教：目前为止MATLAB可以做空间面板莫兰散点图吗？谢谢呀

木美紫凝 发表于 2015-1-27 16:21
这个我也不清楚，各年的空间效应我是用作业文件夹下面的全国MORAN I程序进行的检验，把数据放里面计算的每一 ...

你好，我下载的空间面板的MATLAB程序中也没有作业那个文件夹，不知能否发一份给我？谢谢~~~邮箱1095043515@qq.com

lvgod 发表于 2015-1-26 16:47
这里是代码：
clear all;

你好请问一下您的MATLAB版本是什么版本？为什么我的显示wk1read函数无法运行？谢谢~