[问答] 空间计量经济模型——sdm效应分解，matlab操作问题 [推广有奖]

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cute三月 发表于 2018-8-24 15:15:53 |AI写论文

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杜宾模型效应分解代码如下，
clear;
[A,name]=xlsread('alldata.xlsx');
W1=xlsread('weight.xlsx');
T=10; % number of time periods
N=31; % number of regions
% row-normalize W
w=normw(W1); % function of LeSage
y=A(:,[2]); % column number in the data matrix that corresponds to the dependent variable
x=A(:,[3,6,7,8]); % column numbers in the data matrix that correspond to the independent variables
for t=1:T
t1=(t-1)*N+1;t2=t*N;
wx(t1:t2,:)=w*x(t1:t2,:);
end
xconstant=ones(N*T,1);
[nobs K]=size(x);
% ---------------------------------------------------------------------------------------

info.lflag=0; % required for exact results
info.model=1;
info.fe=0; % Do not print intercept and fixed effects; use info.fe=1 to turn on
results=sar_panel_FE(y,[x wx],w,T,info);
vnames=strvcat('y','csm','inc','price','urban','w*csm','w*inc','w*price','w*urban' );
prt_spnew(results,vnames,1)
% Print out effects estimates
spat_model=1;
direct_indirect_effects_estimates(results,w,spat_model);
panel_effects_sdm(results,vnames,w);
运行结果如下：
effect_separate_sdm

Pooled model with spatially lagged dependent variable and spatial fixed effects
Dependent Variable =       y
R-squared       = 0.9408
corr-squared    = 0.9238
sigma^2          = 0.0300
Nobs,Nvar,#FE    = 310,    9, 39
log-likelihood    =       75.723476
# of iterations =    1
min and max rho = -1.0000, 1.0000
total time in secs = 0.1730
time for optimiz = 0.0060
time for lndet    = 0.0130
time for t-stats = 0.0120
No lndet approximation used
***************************************************************
Variable       Coefficient  Asymptot t-stat z-probability
csm             -0.132640       -4.087724       0.000044
inc             0.866986       13.211625       0.000000
price             2.067863       2.425411       0.015291
urban             1.479963       15.734717       0.000000
w*csm             0.121174       2.966329       0.003014
w*inc          -0.311179       -2.487223       0.012874
w*price          -0.965193       -0.468055       0.639745
w*urban          -0.950597       -5.605412       0.000000
W*dep.var.       0.398999       4.711590       0.000002

Undefined function 'direct_indirect_effects_estimates' for input arguments of type 'struct'.

Error in effect_separate_sdm (line 26)
direct_indirect_effects_estimates(results,w,spat_model);

请问有人可以帮忙解决吗？