附上程序操作的部分结果,看看你是否需要用到
Results obtained in Matlab version 7.10.0 after running demopanelscompare directly after Matlab was opened
Results reported in Matlab paper are indicated
>> demopanelscompare
Pooled model with spatially lagged dependent variable, no fixed effects
Dependent Variable = logcit
R-squared = 0.3504
corr-squared = 0.2995
sigma^2 = 0.0327
Nobs,Nvar,#FE = 1380, 4, 3
log-likelihood = 394.57544
# of iterations = 1
min and max rho = -1.3924, 1.0000
total time in secs = 1.4840
time for optimiz = 0.2660
time for lndet = 0.0470
time for eigs = 0.7340
time for t-stats = 0.0930
No lndet approximation used
***************************************************************
Variable Coefficient Asymptot t-stat z-probability
intercept 2.649149 16.690302 0.000000
logp -0.759025 -19.195318 0.000000
logy 0.253923 10.127432 0.000000
W*dep.var. 0.189563 6.173944 0.000000
direct t-stat indirect t-stat total t-stat
ans =
-0.7642 -19.9941 -0.1707 -5.7618 -0.9349 -22.1216
0.2562 10.6002 0.0572 5.1699 0.3134 10.7289
Direct Coefficient t-stat t-prob lower 05 upper 95
logp -0.766077 -20.452653 0.000000 -0.841696 -0.695877
logy 0.256334 10.659193 0.000000 0.209184 0.304201
Indirect Coefficient t-stat t-prob lower 05 upper 95
logp -0.170935 -5.853636 0.000000 -0.228872 -0.114329
logy 0.057215 5.255482 0.000004 0.036976 0.079186
Total Coefficient t-stat t-prob lower 05 upper 95
logp -0.937012 -22.000409 0.000000 -1.030269 -0.856131
logy 0.313549 10.786241 0.000000 0.256581 0.370397
Pooled model with spatially lagged dependent variable, no fixed effects
Dependent Variable = logcit
R-squared = 0.4346
corr-squared = 0.3600
sigma^2 = 0.0285
Nobs,Nvar,#FE = 1380, 6, 5
log-likelihood = 475.5419
# of iterations = 1
min and max rho = -1.3924, 1.0000
total time in secs = 0.1250
time for optimiz = 0.0160
time for lndet = 0.0160
time for eigs = 0.0460
No lndet approximation used
***************************************************************
Variable Coefficient Asymptot t-stat z-probability
intercept 2.631341 15.820860 0.000000
logp -1.250674 -21.795938 0.000000
logy 0.554194 14.957778 0.000000
W*logp 0.780485 11.148678 0.000000
W*logy -0.444388 -10.114568 0.000000
W*dep.var. 0.336576 11.090923 0.000000
direct t-stat indirect t-stat total t-stat
ans =
-1.2161 -23.3866 0.5075 7.2653 -0.7086 -13.3295
0.5303 15.4833 -0.3664 -7.4704 0.1639 4.0665
Direct Coefficient t-stat t-prob lower 05 upper 95
logp -1.214549 -22.699019 0.000000 -1.317824 -1.110875
logy 0.528213 15.097459 0.000000 0.458332 0.592698
Indirect Coefficient t-stat t-prob lower 05 upper 95
logp 0.505157 7.364146 0.000000 0.367755 0.635877
logy -0.362380 -7.485479 0.000000 -0.458527 -0.266987
Total Coefficient t-stat t-prob lower 05 upper 95
logp -0.709393 -13.544731 0.000000 -0.809527 -0.613405
logy 0.165833 4.055646 0.000191 0.080061 0.239749
Wald_spatial_lag =
14.8284
prob_spatial_lag =
6.0264e-004
LR_spatial_lag =
15.7526
prob_spatial_lag =
3.7964e-004
Wald_spatial_error =
8.9801
prob_spatial_error =
0.0112
LR_spatial_error =
8.2292
prob_spatial_error =
0.0163
|