六步学会用MATLAB做空间计量回归详细步骤

wx(t1:t2,:)=W*x(t1:t2,:); end

xconstant=ones(N*T,1); [nobs K]=size(x); info.lflag=0; info.model=0; info.fe=0;

results=sem_panel_FE(y,[xconstant x wx],W,T,info);

vnames=strvcat('logcit','intercept','logp','logy','W*logp','W*logy'); 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);

2、空间固定效应（Spatial fixed effects）

T=30; N=46; W=normw(W1); y=A(:,[3]); x=A(:,[4,6]); 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=sem_panel_FE(y,[x wx],W,T,info);

vnames=strvcat('logcit','logp','logy','W*logp','W*logy'); 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);

3、时点固定效应（Time period fixed effects）

T=30; N=46; W=normw(W1); y=A(:,[3]);

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x=A(:,[4,6]); 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=2;

info.fe=0; % Do not print intercept and fixed effects; use info.fe=1 to turn on

% New routines to calculate effects estimates results=sem_panel_FE(y,[x wx],W,T,info);

vnames=strvcat('logcit','logp','logy','W*logp','W*logy'); % Print out coefficient estimates 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)

4、双固定效应（Spatial and time period fixed effects）

T=30; N=46; W=normw(W1); y=A(:,[3]); x=A(:,[4,6]); 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.bc=0;

info.lflag=0; % required for exact results info.model=3;

info.fe=0; % Do not print intercept and fixed effects; use info.fe=1 to turn on

results=sem_panel_FE(y,[x wx],W,T,info);

vnames=strvcat('logcit','logp','logy','W*logp','W*logy'); prt_spnew(results,vnames,1) % Print out effects estimates spat_model=1;

direct_indirect_effects_estimates(results,W,spat_model);

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panel_effects_sdm(results,vnames,W)

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