在用matlab做空间面板模型的LM之前,用了OLS做回归,但是,提示“所有输入参数都必须为表”,请问大家怎么解决呀?数据请见附件。先谢谢大家!
format long;
format compact;
load kongjianzixiangguan.mat;
% dimensions of the problem;
T=15; % number of time periods;
N=30; % number of regions;
y=data(:,[4]); % column number in the data matrix that corresponds to the dependent variable
x=data(:,[7,12,13,14,20]); % column numbers in the data matrix that correspond to the independent variables
xconstant=ones(N*T,1);
[nobs K]=size(x);
% ols estimation (一般面板模型)
results=ols(y,[xconstant x]);
vnames=strvcat('lne','intercept','er','lnhc','lnmc','lnfdi','rat');
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,queen,y,[xconstant x]); % (Robust) LM tests



雷达卡





京公网安备 11010802022788号







