我将程序和结果放在下面了,请教大神给我指点一下,多谢!
% No fixed effects + spatially lagged dependent variable
info.lflag=0; % required for exact results
info.model=0;
info.fe=0; % Do not print intercept and fixed effects; use info.fe=1 to turn on
% New routines to calculate effects estimates
results=sar_panel_FE(y,[xconstant x],W,T,info);
vnames=strvcat('segm','open','soe','techgap','govcons','pgdp','opensq');
% Print out coefficient estimates
prt_sp(results,vnames,1);
% Print out effects estimates
spat_model=0;
direct_indirect_effects_estimates(results,W,spat_model);
panel_effects_sar(results,vnames,W);
Wrong # of variable names in prt_sp -- check vnames argument
will use generic variable names
Pooled model with spatially lagged dependent variable, no fixed effects
R-squared = 0.8106
corr-squared = 0.1851
sigma^2 = 0.0000
Nobs,Nvar,#FE = 754, 8, 7
log-likelihood = 4435.6681
# of iterations = 1
min and max rho = -1.0000, 1.0000
total time in secs = 0.0160
time for optimiz = 0.0160
No lndet approximation used
***************************************************************
Variable Coefficient Asymptot t-stat z-probability
variable 1 -0.000403 -2.490811 0.012745
variable 2 0.000745 4.315913 0.000016
variable 3 0.000684 3.497558 0.000470
variable 4 -0.000027 -2.723888 0.006452
variable 5 0.000062 0.251375 0.801524
variable 6 -0.000000 -1.384059 0.166340
variable 7 -0.000161 -1.720866 0.085275
W*dep.var. 0.825988 46.372123 0.000000
direct t-stat indirect t-stat total t-stat
ans =
0.0012 4.2943 0.0031 3.9148 0.0043 4.0841
0.0011 3.5919 0.0029 3.4380 0.0040 3.5260
-0.0000 -2.6737 -0.0001 -2.5413 -0.0002 -2.5965
0.0001 0.2339 0.0003 0.2505 0.0004 0.2463
-0.0000 -1.4027 -0.0000 -1.3711 -0.0000 -1.3841
-0.0003 -1.7059 -0.0007 -1.6726 -0.0009 -1.6886
错误使用 mprint (line 231)
Wrong # rnames in mprint
出错 panel_effects_sar (line 188)
mprint(printout,ini);