[学习分享] MATLAB空间面板数据模型操作简介 [推广有奖]

111楼

84208544(未真实交易用户) 发表于 2012-9-19 23:49:03

能不能免费给一份啊。

112楼

xiaochangjiang(真实交易用户) 发表于 2012-9-21 16:40:57

感谢啊，有了这个东西可以少走很多弯路了

113楼

nelar570176684(真实交易用户) 发表于 2012-9-29 09:27:35

T=10;          %number of time periods
N=31;       %number of regions
W=normw(W1);  %function of Lesage将空间权重矩阵标准化
y=A(:,[1]);    % column number in the data matrix that corresponds to the dependent variable
x=A(:,[2,3,4,5,6,7,8]); % 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]);
??? Error using ==> horzcat
CAT arguments dimensions are not consistent.
怎么总是维数不一致啊，我检查了好多遍没有问题啊

114楼

anchorchen(真实交易用户)

发表于 2012-9-29 11:15:21

很好很强大！！谢谢！

签名被屏蔽

115楼

zwa222(真实交易用户) 发表于 2012-9-29 14:46:44

支持！谢谢！

116楼

lixinxian(真实交易用户) 发表于 2012-10-3 23:50:19

能否发份作业到759988130@qq.com。先谢谢了！

117楼

nelar570176684(真实交易用户) 发表于 2012-10-14 16:30:54

info.lflag=0;
info.model=2;
info.fe=0;
results=sar_panel_FE(y,x,W,T,info)
vnames=strvcat('gy','lny0','lnp','gp','inv','sta','gov','road');
prt_spnew(results,vnames,1)

results =

   meth: 'sartfe'
   iter: 1
   beta: [7x1 double]
   rho: 0.1330
   sige: 28.1138
   con: 44.5767
   tfe: [10x1 double]
   ttfe: [10x1 double]
   tcon: 6.0504e-004
tnvar: 17
resid: [310x1 double]
   rsqr: 0.4008
corr2: 0.1483
   yhat: [310x1 double]
   lik: -957.6429
   cov: [8x8 double]
tstat: [8x1 double]
   nobs: 310
   nvar: 7
   rmax: 1
   rmin: -1
lflag: 0
order: 50
miter: 30
   fe: 0
   time: 0.0800
time1: 0.0410
time2: 0
time3: 0.0030
time4: 0.0100
lndet: [2001x2 double]
      N: 31
      T: 10
model: 2

Pooled model with spatially lagged dependent variable and time period fixed effects
Dependent Variable =          gy
R-squared       = 0.4008
corr-squared    = 0.1483
sigma^2          = 28.1138
Nobs,Nvar,#FE    = 310,    8, 17
log-likelihood    =    -957.64293
# of iterations =    1
min and max rho = -1.0000, 1.0000
total time in secs = 0.0800
time for optimiz = 0.0100
time for lndet    = 0.0410
time for t-stats = 0.0030
No lndet approximation used
***************************************************************
Variable       Coefficient  Asymptot t-stat z-probability
lny0             -2.390428       -2.648101       0.008095
lnp             -0.690853       -1.252104       0.210532
gp             -0.223688       -1.586672       0.112587
inv             0.100171       3.146406       0.001653
sta             -0.061677       -1.837124       0.066192
gov             -0.227491       -3.190862       0.001418
road             -1.732352       -1.542173       0.123032
W*dep.var.       0.132969       1.789156       0.073590
请教楼主怎么我的输不出时间固定效应