没问题的.
%%%
A=wk1read('cigarette.wk1',1,0);
A <1380x6 double>
0 1 4.54223038621422 -0.0675932911325282 -0.159064694629687 3.93035366037472
0 2 4.82831373730230 -0.247121550020870 -0.206132205487673 4.15188616271897
.....
%%%%
>> demoLMsarsem_panel
Ordinary Least-squares Estimates
Dependent Variable = logcit
R-squared = 0.3209
Rbar-squared = 0.3199
sigma^2 = 0.0343
Durbin-Watson = 1.6311
Nobs, Nvars = 1380, 3
***************************************************************
Variable Coefficient t-statistic t-probability
intercept 3.485067 30.752482 0.000000
logp -0.859023 -25.162254 0.000000
logy 0.267733 10.848028 0.000000
loglikols =
370.3279
LM test no spatial lag, probability = 66.4657, 0.000
robust LM test no spatial lag, probability = 58.2636, 0.000
LM test no spatial error, probability = 153.0401, 0.000
robust LM test no spatial error, probability = 144.8380, 0.000
LM lag test for omitted spatial lag in panel data
LM value 66.46567338
Marginal Probability 0.00000000
chi(1) .01 value 6.64000000
LM error test for spatial errors in panel data
LM value 153.04007124
Marginal Probability 0.00000000
chi(1) .01 value 6.64000000
Robust LM lag test for omitted spatial lag in panel data
LM value 58.26362253
Marginal Probability 0.00000000
chi(1) .01 value 6.64000000
Robust LM error test for spatial errors in panel data
LM value 144.83802039
Marginal Probability 0.00000000
chi(1) .01 value 6.64000000
Ordinary Least-squares Estimates
Dependent Variable = logcit
R-squared = 0.5446
Rbar-squared = 0.5443
sigma^2 = 0.0074
Durbin-Watson = 1.5471
Nobs, Nvars = 1380, 2
***************************************************************
Variable Coefficient t-statistic t-probability
logp -0.702293 -38.875780 0.000000
logy -0.010556 -0.657335 0.511075
FE_rsqr2 =
0.8528
logliksfe =
1.4252e+003
LM test no spatial lag, probability = 136.4292, 0.000
robust LM test no spatial lag, probability = 29.5127, 0.000
LM test no spatial error, probability = 255.7150, 0.000
robust LM test no spatial error, probability = 148.7985, 0.000
LM lag test for omitted spatial lag in panel data
LM value 136.42922576
Marginal Probability 0.00000000
chi(1) .01 value 6.64000000
LM error test for spatial errors in panel data
LM value 255.71499922
Marginal Probability 0.00000000
chi(1) .01 value 6.64000000
Robust LM lag test for omitted spatial lag in panel data
LM value 29.51270710
Marginal Probability 0.00000006
chi(1) .01 value 6.64000000
Robust LM error test for spatial errors in panel data
LM value 148.79848056
Marginal Probability 0.00000000
chi(1) .01 value 6.64000000
Ordinary Least-squares Estimates
Dependent Variable = logcit
R-squared = 0.3410
Rbar-squared = 0.3406
sigma^2 = 0.0283
Durbin-Watson = 1.9980
Nobs, Nvars = 1380, 2
***************************************************************
Variable Coefficient t-statistic t-probability
logp -1.205073 -22.660295 0.000000
logy 0.565364 18.664801 0.000000
FE_rsqr2 =
0.4404
logliktfe =
503.8506
LM test no spatial lag, probability = 44.0402, 0.000
robust LM test no spatial lag, probability = 0.3302, 0.566
LM test no spatial error, probability = 62.8646, 0.000
robust LM test no spatial error, probability = 19.1546, 0.000
LM lag test for omitted spatial lag in panel data
LM value 44.04022085
Marginal Probability 0.00000000
chi(1) .01 value 6.64000000
LM error test for spatial errors in panel data
LM value 62.86462230
Marginal Probability 0.00000000
chi(1) .01 value 6.64000000
Robust LM lag test for omitted spatial lag in panel data
LM value 0.33024003
Marginal Probability 0.56551778
chi(1) .01 value 6.64000000
Robust LM error test for spatial errors in panel data
LM value 19.15464149
Marginal Probability 0.00001205
chi(1) .01 value 6.64000000
Ordinary Least-squares Estimates
Dependent Variable = logcit
R-squared = 0.3944
Rbar-squared = 0.3940
sigma^2 = 0.0053
Durbin-Watson = 1.7791
Nobs, Nvars = 1380, 2
***************************************************************
Variable Coefficient t-statistic t-probability
logp -1.034884 -25.632843 0.000000
logy 0.528543 11.668292 0.000000
FE_rsqr2 =
0.8955
loglikstfe =
1.6617e+003
LM test no spatial lag, probability = 46.9005, 0.000
robust LM test no spatial lag, probability = 1.1563, 0.282
LM test no spatial error, probability = 54.6548, 0.000
robust LM test no spatial error, probability = 8.9106, 0.003
LM lag test for omitted spatial lag in panel data
LM value 46.90051952
Marginal Probability 0.00000000
chi(1) .01 value 6.64000000
LM error test for spatial errors in panel data
LM value 54.65480685
Marginal Probability 0.00000000
chi(1) .01 value 6.64000000
Robust LM lag test for omitted spatial lag in panel data
LM value 1.15633190
Marginal Probability 0.28222757
chi(1) .01 value 6.64000000
Robust LM error test for spatial errors in panel data
LM value 8.91061923
Marginal Probability 0.00283517
chi(1) .01 value 6.64000000
LR-test joint significance spatial fixed effects, degrees of freedom and probability = 2315.7004, 46, 0.0000
LR-test joint significance time-periode fixed effects, degrees of freedom and probability = 473.0957, 30, 0.0000
>>


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