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如需《面板空间计量之Stata应用:学习笔记》配套数据,
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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》:https://bbs.pinggu.org/thread-4906207-1-1.html
Spatial Matrix Creation
lspmat --Create and manage spatial-weighting matrix objects[Author: Drukker et.al,2013]
lspatwmat---Spatial weights matrices for spatial data analysis[Author: Pisati ,2012]
lspwmatrix--- Generates, imports, and exports spatial weights[Author: Jeanty, updated 2014.03.15]
lspwmatfill ---Assigns first nearest neighbors to observations with no contiguous neighbors. [Author: Jeanty, 2010]
lspweight --- Module to compute Cross-Section and Panel SpatialWeight Matrix[Author: Shehata, 2013]
lspweightxt-- Module to compute Cross-Section and Panel Spatial Weight Matrix[Author: Shehata,2013]
lspweightcs ---Module to computeCross Section Spatial Weight Matrix[Author: Shehata, 2013]
lspcs2xt---Module to Convert Cross Section to Panel Spatial Weight Matrix[Author: Shehata, 2012]
lshp2dta ---Module to converts shape boundary files to Stata datasets[Author: Crow, 2013]
Spatial Autocorrelation Test
lspautoc --Stata modules to calculate spatial autocorrelation[Author: Nicholas Cox et.al,2006]
lspatgsa --Measures of global spatial autocorrelation [Author: Maurizio Pisati, 2001]
lspatlsa --Measures of local spatial autocorrelation [Author: Maurizio Pisati, 2001]
lspatcorr --Stata modules to compute and plot spatial autocorrelation[Author: Maurizio Pisati, 2001]
lspatdiag --Diagnostic tests for spatial dependence in OLS regression[Author: Maurizio Pisati, 2001]
lanketest--Moduleto perform diagnostic tests for spatial autocorrelation in the residuals ofOLS, SAR, IV, and IV-SAR models
lsplagvar-Moduleto generate spatially lagged variables, construct the Moran Scatter plot, andcalculate Moran's I statistics
Cross-Section Regression
lspatreg- Moduleto estimate the spatial lag and the spatial error regression models by maximumlikelihood.
lspmlreg--Moduleto estimate the spatial lag, the spatial error, the spatial durbin, and thegeneral spatial models by maximum likelihood
lspautoreg--Moduleto estimate Spatial Cross Sections Regression (Lag-Error-Durbin-SAC-SPGKS-SPGSAR-GS2SLS-GS3SLS-SPML-SPGS-SPIVREG-IVTobit)
lsppack--Modulefor cross-section spatial-autoregressive models
lgs2sls-Moduleto estimate Generalized Spatial Two Stage Least Squares Cross Sections Regression
lgs2slsar--Module to estimate GeneralizedSpatial Autoregressive Two Stage Least Squares Cross Sections Regression
lgs3sls--Moduleto estimate Generalized Spatial Three Stage Least Squares Cross SectionsRegression (3SLS)
lgs3slsar--Module to estimate GeneralizedSpatial Autoregressive Three Stage Least Squares (3SLS) Cross SectionsRegression
lspgmm--Moduleto estimate Spatial Autoregressive Generalized Method of Moments Cross SectionsRegression
lspregsac--Module to estimate Maximum Likelihood Estimation AutoCorrelation (SAC) CrossSection Regression
lspregsar--Moduleto estimate Maximum Likelihood Estimation Spatial Lag Cross Sections Regression
lspregsdm--Moduleto Estimate Maximum Likelihood Estimation Spatial Durbin Cross SectionsRegression
lspregsem--Module to Estimate Maximum LikelihoodEstimation Spatial Error Cross Sections Regression
lspmstard--Moduleto Eestimate Multiparametric Spatio Temporal AutoRegressive Regression SpatialDurbin Cross Sections Models
lspmstar--Moduleto Estimate (m-STAR) Spatial Multiparametric Spatio Temporal AutoRegressiveRegression Models
lspmstardh--Moduleto Estimate (m-STAR) Spatial Multiparametric Spatio Temporal AutoRegressiveRegression: Spatial Durbin Multiplicative Heteroscedasticity Cross SectionsModels
lspmstarh--Moduleto Estimate (m-STAR) Spatial Multiparametric Spatio Temporal AutoRegressiveRegression: Spatial Lag Multiplicative Heteroscedasticity Cross Sections Models
lsptobitmstar--Moduleto Estimate Tobit (m-STAR) Spatial Multiparametric Spatio TemporalAutoRegressive Regression: Spatial Lag Cross Sections Models
lsptobitmstard--Moduleto Estimate Tobit (m-STAR) Spatial Multiparametric Spatio TemporalAutoRegressive Regression: Spatial Durbin Cross Sections Models
lsptobitmstardh--Moduleto Estimate Tobit (m-STAR) Spatial Multiparametric Spatio TemporalAutoRegressive Regression: Spatial Durbin Multiplicative HeteroscedasticityCross Sections Models
lsptobitmstarh--Moduleto Estimate Tobit (m-STAR) Spatial Multiparametric Spatio TemporalAutoRegressive Regression: Spatial Lag Multiplicative Heteroscedasticity CrossSections Models
lsptobitsar--Moduleto Estimate Tobit MLE Spatial Lag Cross Sections Regression
lsptobitsem--Moduleto Estimate Tobit MLE Spatial Error Cross Sections Regression
lsptobitsdm--Moduleto Estimate Tobit MLE Spatial Durbin Cross Sections Regression
lsptobitsac--Moduleto Estimate Tobit MLE Spatial Autocorrelation Cross Sections Regression
Panel Regression
lxsmle --Stata modules to calculate spatial Panel Regression[Author: Belotti et.al, 2014]
lspglsxt--Moduleto estimate Spatial Panel Autoregressive Generalized Least Squares Regression
lspregsdmxt:Maximum Likelihood Estimation Spatial Durbin Panel Regression [Author: Shehataet.al, 2014]
lgs2slsarxt--Moduleto estimate Generalized Spatial Panel Autoregressive Two Stage Least SquaresRegression
lgs2slsxt--Moduleto estimate Generalized Spatial Panel Autoregressive Two-Stage Least SquaresRegression
lspgmmxt--Moduleto estimate Spatial Panel Autoregressive Generalized Method of MomentsRegression
lspmstardhxt--Moduleto estimate (m-STAR) Spatial Multiparametric Spatio Temporal AutoRegressiveRegression: Spatial Durbin Multiplicative Heteroscedasticity Panel Models
lspmstardxt--Moduleto Estimate (m-STAR) Spatial Multiparametric Spatio Temporal AutoRegressiveRegression: Spatial Durbin Panel Models
lspmstarhxt--Moduleto Estimate (m-STAR) Spatial Multiparametric Spatio Temporal AutoRegressiveRegression: Spatial Lag Multiplicative Heteroscedasticity Panel Models
lspmstarxt--Moduleto Estimate (m-STAR) Spatial Panel Multiparametric Spatio TemporalAutoRegressive Regression Models
lspregdhp--Module to estimate Spatial PanelHan-Philips Linear Dynamic Regression: Lag & Durbin Models
lspregdpd--Module to estimate Spatial PanelArellano-Bond Linear Dynamic Regression: Lag & Durbin Models
lspregfext--Module to compute Spatial Panel FixedEffects Regression: Lag and Durbin Models
lspreghetxt--Module to Estimate Spatial PanelRandom-Effects Multiplicative Heteroscedasticity Regression: Lag and DurbinModels
lspregrext--Module to compute Spatial PanelRandom Effects Regression: Lag and Durbin Models
lspregsacxt--Module to Estimate Maximum LikelihoodEstimation Spatial AutoCorrelation (SAC) Panel Regression
lspregsarxt--Module to Estimate Maximum LikelihoodEstimation Spatial Lag Panel Regression
lspregsdmxt--Module to Estimate Maximum LikelihoodEstimation Spatial Panel Durbin Regression
lspregsemxt--Module to Estimate Maximum LikelihoodEstimation Spatial Error Panel Regression
lSpregxt—New Stata Module Econometric Toolkitto Estimate Spatial Panel Regression Models
lspxttobit--Moduleto estimate Tobit Spatial Panel Autoregressive Generalized Least SquaresRegression
lsptobitmstardhxt--Moduleto Estimate Tobit (m-STAR) Spatial Multiparametric Spatio TemporalAutoRegressive Regression: Spatial Durbin Multiplicative HeteroscedasticityPanel Models
lsptobitmstardxt--Moduleto estimate Tobit (m-STAR) Spatial Multiparametric Spatio TemporalAutoRegressive Regression: Spatial Durbin Panel Models
lsptobitmstarhxt--Moduleto estimate Tobit (m-STAR) Spatial Multiparametric Spatio TemporalAutoRegressive Regression: Spatial Lag Multiplicative Heteroscedasticity PanelModels
lsptobitmstarxt--Moduleto estimate Tobit (m-STAR) Spatial Multiparametric Spatio TemporalAutoRegressive Regression: Spatial Lag Panel Models
lsptobitsemxt--Moduleto estimate Tobit MLE Spatial Error Panel Regression
lsptobitsacxt--Moduleto estimate Tobit MLE Spatial AutoCorrelation (SAC) Panel Regression
lsptobitsarxt-- Module to estimate Tobit MLE Spatial Lag Panel Regression
lsptobitsdmxt--Moduleto estimate Tobit MLE Spatial Panel Durbin Regression
Other Commands
lchina_spatdwm--Moduleto provide spatial distance matrices for Chinese provinces and cities
lusswm--Moduleto provide US state and county spatial weight (contiguity) matrices
lspmap--Moduleto visualize spatial data
lspseudor2--Module to calculate goodness-of-fit measures in spatial autoregressive models
lspagg--Moduleto create aggregate source or target contagion spatial effect variable fordirected dyadic data
lspspc--Module to create specific source or target contagion spatial effect variablefor directed dyadic data
lspdir--Moduleto create directed dyad contagion spatial effect variable
lspundir--Moduleto create directed dyad contagion spatial effect variable
lspmon--Moduleto create spatial effect variable for monadic data
lspgrid--Moduleto generate two-dimensional grids for spatial data analysis
lspkde -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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本文标题:空间计量经济学软件代码资源集锦(Matlab/R/Python/SAS/Stata)
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