STATA空间面板模型命令演示-经管之家官网！

经济学管理学金融学统计学

您当前的位置> 软件培训>>

STATA空间面板模型命令演示

人大经济论坛-经管之家：分享大学、考研、论文、会计、留学、数据、经济学、金融学、管理学、统计学、博弈论、统计年鉴、行业分析包括等相关资源。
经管之家是国内活跃的在线教育咨询平台!

提供"微信号、微博、抖音、快手、头条、小红书、百家号、企鹅号、UC号、一点资讯"等虚拟账号交易，真正实现买卖双方的共赢。【请点击这里访问】

TOP热门关键词

专题页面精选

免费学术公开课,扫码加入

近几年遇到许多朋友，都是做空间计量的。这里有一个命令，用系统的数据演示一下他们的结果。
命令为 spregdpd
clear all
sysuse spregdpd.dta, clear
db spregdpd
* (1) (xtdhp) Han-Philips (2010) Linear Dynamic Panel Data:}
spregdpd y x1 x2 , nc(7) wmfile(SPWxt) model(sar) run(xtdhp) mfx(lin) test
spregdpd y x1 x2 , nc(7) wmfile(SPWxt) model(sar) run(xtdhp) mfx(lin) test re
spregdpd y x1 x2 , nc(7) wmfile(SPWxt) model(sar) run(xtdhp) mfx(lin) test fe
spregdpd y x1 x2 , nc(7) wmfile(SPWxt) model(sar) run(xtdhp) mfx(lin) test be
结果如下：
spregdpd y x1 x2 , nc(7) wmfile(SPWxt) model(sar) run(xtdhp) mfx(lin) test
==============================================================================
*** Binary (0/1) Weight Matrix: 49x49 - NC=7 NT=7 (Non Normalized)
==============================================================================
* Spatial Lag Han-Philips Linear Dynamic Panel Data Regression
==============================================================================
y = w1y_y + x1 + x2
------------------------------------------------------------------------------
Sample Size = 42 | Cross Sections Number = 7
Wald Test = 52.2355 | P-Value > Chi2(4) = 0.0000
F-Test = 13.0589 | P-Value > F(4 , 38) = 0.0000
(Buse 1973) R2 = 0.5789 | Raw Moments R2 = 0.9661
(Buse 1973) R2 Adj = 0.5456 | Raw Moments R2 Adj = 0.9635
Root MSE (Sigma)= 13.3907 | Log Likelihood Function = -142.5329
------------------------------------------------------------------------------
- R2h= 0.4614 R2h Adj= 0.4188F-Test = 7.92 P-Value > F(4 , 38)0.0001
- R2v= 0.4431 R2v Adj= 0.3992F-Test = 7.36 P-Value > F(4 , 38)0.0002
------------------------------------------------------------------------------
y | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
y |
L1. | .0267714 .2782332 0.10 0.924 -.5364823 .5900251
|
w1y_y |-.1229202 .0692124 -1.78 0.084 -.2630333 .017193
x1 |-.2951249 .0833482 -3.54 0.001 -.4638545 -.1263953
x2 |-.8707571 .3158102 -2.76 0.009 -1.510081 -.2314327
_cons | 69.89907 7.676856 9.11 0.000 54.35808 85.44005
------------------------------------------------------------------------------
Rho Value= -0.1229 Chi2 Test = 3.154 P-Value > Chi2(1)0.0837
------------------------------------------------------------------------------
==============================================================================
* Panel Model Selection Diagnostic Criteria
==============================================================================
- Log Likelihood Function LLF = -142.5329
---------------------------------------------------------------------------
- Akaike Information Criterion (1974) AIC = 65.8578
- Akaike Information Criterion (1973) Log AIC = 4.1875
---------------------------------------------------------------------------
- Schwarz Criterion (1978) SC = 80.9931
- Schwarz Criterion (1978) Log SC= 4.3944
---------------------------------------------------------------------------
- Amemiya Prediction Criterion (1969) FPE = 64.1975
- Hannan-Quinn Criterion (1979) HQ = 71.0456
- Rice Criterion (1984) Rice = 68.1245
- Shibata Criterion (1981) Shibata = 64.2625
- Craven-Wahba Generalized Cross Validation (1979) GCV = 66.8804
------------------------------------------------------------------------------
==============================================================================
*** Spatial Panel Aautocorrelation Tests
==============================================================================
Ho: Error has No Spatial AutoCorrelation
Ha: Error has Spatial AutoCorrelation
- GLOBAL Moran MI = 0.1519 P-Value > Z( 1.442) 0.1493
- GLOBAL Geary GC = 0.8314 P-Value > Z(-1.132) 0.2576
- GLOBAL Getis-Ords GO =-0.4341 P-Value > Z(-1.442) 0.1493
------------------------------------------------------------------------------
- Moran MI Error Test = 0.7885 P-Value > Z(6.648) 0.4304
------------------------------------------------------------------------------
- LM Error (Burridge) = 1.1335 P-Value > Chi2(1) 0.2870
- LM Error (Robust) = 4.2647 P-Value > Chi2(1) 0.0389
------------------------------------------------------------------------------
Ho: Spatial Lagged Dependent Variable has No Spatial AutoCorrelation
Ha: Spatial Lagged Dependent Variable has Spatial AutoCorrelation
- LM Lag (Anselin) = 0.2512 P-Value > Chi2(1) 0.6163
- LM Lag (Robust) = 3.3823 P-Value > Chi2(1) 0.0659
------------------------------------------------------------------------------
Ho: No General Spatial AutoCorrelation
Ha: General Spatial AutoCorrelation
- LM SAC (LMErr+LMLag_R) = 4.5159 P-Value > Chi2(2) 0.1046
- LM SAC (LMLag+LMErr_R) = 4.5159 P-Value > Chi2(2) 0.1046
------------------------------------------------------------------------------
==============================================================================
*** Panel Heteroscedasticity Tests
==============================================================================
Ho: Panel Homoscedasticity - Ha: Panel Heteroscedasticity
- Engle LM ARCH Test AR(1): E2 = E2_1 = 0.0726 P-Value > Chi2(1)0.7876
------------------------------------------------------------------------------
- Hall-Pagan LM Test: E2 = Yh = 0.3077 P-Value > Chi2(1)0.5791
- Hall-Pagan LM Test: E2 = Yh2 = 0.2093 P-Value > Chi2(1)0.6473
- Hall-Pagan LM Test: E2 = LYh2 = 0.2159 P-Value > Chi2(1)0.6422
------------------------------------------------------------------------------
- Harvey LM Test: LogE2 = X = 4.8798 P-Value > Chi2(2)0.0872
- Wald Test: LogE2 = X =12.0405 P-Value > Chi2(1)0.0005
- Glejser LM Test: |E| = X = 9.9360 P-Value > Chi2(2)0.0070
- Breusch-Godfrey Test:E = E_1 X =13.7779 P-Value > Chi2(1)0.0002
------------------------------------------------------------------------------
- White Test - Koenker(R2): E2 = X =11.9021 P-Value > Chi2(3)0.0077
- White Test - B-P-G (SSR): E2 = X =15.3726 P-Value > Chi2(3)0.0015
------------------------------------------------------------------------------
- White Test - Koenker(R2): E2 = X X2 =13.6675 P-Value > Chi2(6)0.0336
- White Test - B-P-G (SSR): E2 = X X2 =17.6528 P-Value > Chi2(6)0.0072
------------------------------------------------------------------------------
- White Test - Koenker(R2): E2 = X X2 XX=26.5080 P-Value > Chi2(9)0.0017
- White Test - B-P-G (SSR): E2 = X X2 XX=34.2374 P-Value > Chi2(9)0.0001
------------------------------------------------------------------------------
- Cook-Weisberg LM Test: E2/S2n = Yh = 0.3974 P-Value > Chi2(1)0.5284
- Cook-Weisberg LM Test: E2/S2n = X =15.3726 P-Value > Chi2(3)0.0015
------------------------------------------------------------------------------
*** Single Variable Tests (E2/Sig2):
- Cook-Weisberg LM Test: w1y_y = 0.0793 P-Value > Chi2(1) 0.7782
- Cook-Weisberg LM Test: x1 = 6.0091 P-Value > Chi2(1) 0.0142
- Cook-Weisberg LM Test: x2 = 2.1350 P-Value > Chi2(1) 0.1440
------------------------------------------------------------------------------
*** Single Variable Tests:
- King LM Test: w1y_y = 0.2436 P-Value > Chi2(1) 0.6216
- King LM Test: x1 = 1.6791 P-Value > Chi2(1) 0.1950
- King LM Test: x2 = 2.6472 P-Value > Chi2(1) 0.1037
------------------------------------------------------------------------------
==============================================================================
* Panel Non Normality Tests
==============================================================================
Ho: Normality - Ha: Non Normality
------------------------------------------------------------------------------
*** Non Normality Tests:
- Jarque-Bera LM Test = 0.6646 P-Value > Chi2(2) 0.7173
- White IM Test = 5.3990 P-Value > Chi2(2) 0.0672
- Doornik-Hansen LM Test = 3.0700 P-Value > Chi2(2) 0.2155
- Geary LM Test =-1.2014 P-Value > Chi2(2) 0.5484
- Anderson-Darling Z Test = 0.4429 P > Z( 0.549) 0.7085
- D'Agostino-Pearson LM Test = 1.5321 P-Value > Chi2(2) 0.4648
------------------------------------------------------------------------------
*** Skewness Tests:
- Srivastava LM Skewness Test = 0.0695 P-Value > Chi2(1) 0.7921
- Small LM Skewness Test = 0.0888 P-Value > Chi2(1) 0.7658
- Skewness Z Test =-0.2979 P-Value > Chi2(1) 0.7658
------------------------------------------------------------------------------
*** Kurtosis Tests:
- SrivastavaZ Kurtosis Test = 0.7715 P-Value > Z(0,1)0.4404
- Small LM Kurtosis Test = 1.4433 P-Value > Chi2(1) 0.2296
- Kurtosis Z Test = 1.2014 P-Value > Chi2(1) 0.2296
------------------------------------------------------------------------------
Skewness Coefficient = -0.0996 - Standard Deviation =0.3654
Kurtosis Coefficient =3.5832 - Standard Deviation =0.7166
------------------------------------------------------------------------------
Runs Test: (18) Runs -(19) Positives - (23) Negatives
Standard Deviation Runs Sig(k) =3.1709 , Mean Runs E(k) = 21.8095
95% Conf. Interval [E(k)+/- 1.96* Sig(k)] = (15.5947 , 28.0244 )
------------------------------------------------------------------------------
* Marginal Effect - Elasticity (Model= sar): Linear *
+---------------------------------------------------------------------------+
| Variable | Marginal_Effect(B) | Elasticity(Es) | Mean |
|------------+--------------------+--------------------+--------------------|
| L.y | 0.0268 | 0.0265 | 34.7923 |
| w1y_y | -0.1229 | -0.3499 | 100.0064 |
| x1 | -0.2951 | -0.3229 | 38.4362 |
| x2 | -0.8708 | -0.3563 | 14.3749 |
+---------------------------------------------------------------------------+
Mean of Dependent Variable = 35.1288

「经管之家」APP：经管人学习、答疑、交友，就上经管之家！
免流量费下载资料----在经管之家app可以下载论坛上的所有资源，并且不额外收取下载高峰期的论坛币。
涵盖所有经管领域的优秀内容----覆盖经济、管理、金融投资、计量统计、数据分析、国贸、财会等专业的学习宝库，各类资料应有尽有。
来自五湖四海的经管达人----已经有上千万的经管人来到这里，你可以找到任何学科方向、有共同话题的朋友。
经管之家（原人大经济论坛），跨越高校的围墙，带你走进经管知识的新世界。
扫描下方二维码下载并注册APP

本文关键词：

本文论坛网址：https://bbs.pinggu.org/thread-3275863-1-1.html

上一篇 | 求助CSMAR国泰安数据库上市公司社会责任数 ...

下一篇 | 系统gmm因变量滞后一期估计结果大于混合回 ...

Stata软件培训精彩帖子推荐更多

您可能感兴趣的文章

本站推荐的文章

人气文章

本文标题：STATA空间面板模型命令演示

本文链接网址：https://bbs.pinggu.org/jg/ruanjianpeixun_stataruanjianpeixun_3275863_1.html

1.凡人大经济论坛-经管之家转载的文章,均出自其它媒体或其他官网介绍,目的在于传递更多的信息,并不代表本站赞同其观点和其真实性负责；
2.转载的文章仅代表原创作者观点,与本站无关。其原创性以及文中陈述文字和内容未经本站证实,本站对该文以及其中全部或者部分内容、文字的真实性、完整性、及时性，不作出任何保证或承若；
3.如本站转载稿涉及版权等问题,请作者及时联系本站,我们会及时处理。

STATA空间面板模型命令演示-经管之家官网！

Stata软件培训