空间面板中，这三个model都是代表的什么模型

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clear all;
A=xlsread('C:\MATLAB7\da.xls');
W1=xlsread('C:\MATLAB7\qz.xls');
% 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=15; % number of time periods
N=30; % number of regions
% row-normalize W
W=normw(W1); % function of LeSage
y=A(:,[7]); % column number in the data matrix that corresponds to the dependent variable
x=A(:,[1,2,3,4,5,6]); % 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=strvcat('logTC','intercept','logP','logA','logIND','logSV','logURB','logEI');
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=strvcat('logTC','intercept','logP','logA','logIND','logSV','logURB','logEI'); % 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
model=2;
[ywith,xwith,meanny,meannx,meanty,meantx]=demean(y,x,N,T,model);
results=ols(ywith,xwith);
vnames=strvcat('logTC','intercept','logP','logA','logIND','logSV','logURB','logEI'); % 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
% ----------------------------------------------------------------------------------------
% 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=strvcat('logTC','intercept','logP','logA','logIND','logSV','logURB','logEI'); % should be changed if x is changed
prt_reg(results,vnames);
LMsarsem_panel(results,W,ywith,xwith); % (Robust) LM tests

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关键词：model 空间面板 mode Mod del 模型 all 空间 面板 University

楼主在研究空间面板吧？研究怎么样了，我们交流下

同样想知道

model=2;
[ywith,xwith,meanny,meannx,meanty,meantx]=demean(y,x,N,T,model);

你打开 demean.m  这个文件里；
里面有函数的申明，
会介绍 model 参数是指定什么模型；

这个是 ELHOST  的程序代码；
仔细看看就可以

秋波散花 发表于 2013-3-26 21:23
楼主在研究空间面板吧？研究怎么样了，我们交流下

我也没有系统的学习，只是断断续续的研究。我的QQ号1145643926

tulipsliu 发表于 2013-3-26 22:17
model=2;
[ywith,xwith,meanny,meannx,meanty,meantx]=demean(y,x,N,T,model);

恩，好的，谢谢，我看看这个程序
你好像换头像了

tulipsliu 发表于 2013-3-26 22:17
model=2;
[ywith,xwith,meanny,meannx,meanty,meantx]=demean(y,x,N,T,model);

还是没看明白是什么意思，你可以再指导我一下吗

请参考sar_panel_FE.m文件
%       info.model = 0 pooled model without fixed effects (default, x may contain an intercept)
%                  = 1 spatial fixed effects (x may not contain an intercept)
%                  = 2 time period fixed effects (x may not contain an intercept)
%                  = 3 spatial and time period fixed effects (x may not contain an intercept)

请参考sar_panel_FE.m文件
%       info.model = 0 pooled model without fixed effects (default, x may contain an intercept)
%                  = 1 spatial fixed effects (x may not contain an intercept)
%                  = 2 time period fixed effects (x may not contain an intercept)
%                  = 3 spatial and time period fixed effects (x may not contain an intercept)

彭艳琼 发表于 2013-3-29 16:27
请参考sar_panel_FE.m文件
%       info.model = 0 pooled model without fixed effects (default, x may  ...

谢谢你 我明白了