实用标准文档文案大全1.excel与MATLAB链接:Excel:选项——加载项——COM加载项——转到——没有勾选项2.MATLAB安装目录中寻找toolbox——exlink——点击,启用宏E:\MATLAB\toolbox\exlink然后,Excel中就出现MATLAB工具实用标准文档文案大全(注意Excel中的数据:)3.启动matlab(1)点击startMATLAB(2)senddatatomatlab,并对变量矩阵变量进行命名(注意:选取变量为数值,不包括各变量)(data表中数据进行命名)实用标准文档文案大全(空间权重进行命名)(3)导入MATLAB中的两个矩阵变量就可以看见4.将elhorst和jplv7两个程序文件夹复制到MATLAB安装目录的toolbox文件夹实用标准文档文案大全5.设置路径:6.输入程序,得出结果实用标准文档文案大全T=30;N=46;W=normw(W1);y=A(:,3);x=A(:,[4,6]);xconstant=ones(N*T,1);[nobsK]=size(x);results=ols(y,[xconstantx]);vnames=strvcat('logcit','intercept','logp','logy');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%The(robust)LMtestsdevelopedbyElhorstLMsarsem_panel(results,W,y,[xconstantx]);%(Robust)LMtests解释每一行分别表示:该面板数据的时期数为30(T=30),实用标准文档文案大全该面板数据有30个地区(N=30),将空间权重矩阵标准化(W=normw(w1)),将名为A(以矩阵形式出现在MATLABA中)的变量的第3列数据定义为被解释变量y,将名为A的变量的第4、5、6列数据定义为解释变量矩阵x,定义一个有N*T行,1列的全1矩阵,该矩阵名为:xconstant,(ones即为全1矩阵)说明解释变量矩阵x的大小:有nobs行,K列。(size为描述矩阵的大小)。附录:静态面板空间计量经济学一、OLS静态面板编程1、普通面板编程T=30;N=46;W=normw(W1);y=A(:,3);x=A(:,[4,6]);xconstant=ones(N*T,1);[nobsK]=size(x);实用标准文档文案大全results=ols(y,[xconstantx]);vnames=strvcat('logcit','intercept','logp','logy');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%The(robust)LMtestsdevelopedbyElhorstLMsarsem_panel(results,W,y,[xconstantx]);%(Robust)LMtests2、空间固定OLS(spatial-fixedeffects)T=30;N=46;W=normw(W1);y=A(:,3);x=A(:,[4,6]);xconstant=ones(N*T,1);[nobsK]=size(x);model=1;[ywith,xwith,meanny,meannx,meanty,meantx]=demean(y,x,N,T,model);results=ols(ywith,xwith);实用标准文档文案大全vnames=strvcat('logcit','logp','logy');%shouldbechangedifxischangedprt_reg(results,vnames);sfe=meanny-meannx*results.beta;%includingtheconstanttermyme=y-mean(y);et=ones(T,1);error=y-kron(et,sfe)-x*results.beta;rsqr1=error'*error;rsqr2=yme'*yme;FE_rsqr2=1.0-rsqr1/rsqr2%r-squaredincludingfixedeffectssige=results.sige*((nobs-K)/nobs);logliksfe=-nobs/2*log(2*pi*sige)-1/(2*sige)*results.resid'*results.residLMsarsem_panel(results,W,ywith,xwith);%(Robust)LMtests3、时期固定OLS(time-periodfixedeffects)T=30;N=46;W=normw(W1);y=A(:,3);x=A(:,[4,6]);实用标准文档文案大全xconstant=ones(N*T,1);[nobsK]=size(x);model=2;[ywith,xwith,meanny,meannx,meanty,meantx]=demean(y,x,N,T,model);results=ols(ywith,xwith);vnames=strvcat('logcit','logp','logy');%shouldbechangedifxischangedprt_reg(results,vnames);tfe=meanty-meantx*results.beta;%includingtheconstanttermyme=y-mean(y);en=ones(N,1);error=y-kron(tfe,en)-x*results.beta;rsqr1=error'*error;rsqr2=yme'*yme;FE_rsqr2=1.0-rsqr1/rsqr2%r-squaredincludingfixedeffectssige=results.sige*((nobs-K)/nobs);logliktfe=-nobs/2*log(2*pi*sige)-1/(2*sige)*results.resid'*results.residLMsarsem_panel(results,W,ywith,xwith);%(Robust)LMtests实用标准文档文案大全4、空间与时间双固定模型T=30;N=46;W=normw(W1);y=A(:,3);x=A(:,[4,6]);xconstant=ones(N*T,1);[nobsK]=size(x);model=3;[ywith,xwith,meanny,meannx,meanty,meantx]=demean(y,x,N,T,model);results=ols(ywith,xwith);vnames=strvcat('logcit','logp','logy');%shouldbechangedifxischangedprt_reg(results,vnames)en=ones(N,1);et=ones(T,1);intercept=mean(y)-mean(x)*results.beta;sfe=meanny-meannx*results.beta-kron(en,intercept);tfe=meanty-meantx*results.beta-kron(et,intercept);yme=y-mean(y);ent=ones(N*T,1);实用标准文档文案大全error=y-kron(tfe,en)-kron(et,sfe)-x*results.beta-kron(ent,intercept);rsqr1=error'*error;rsqr2=yme'*yme;FE_rsqr2=1.0-rsqr1/rsqr2%r-squaredincludingfixedeffectssige=results.sige*((nobs-K)/nobs);loglikstfe=-nobs/2*log(2*pi*sige)-1/(2*sige)*results.resid'*results.residLMsarsem_panel(results,W,ywith,xwith);%(Robust)LMtests二、静态面板SAR模型1、无固定效应(Nofixedeffects)T=30;N=46;W=normw(W1);y=A(:,[3]);x=A(:,[4,6]);fort=1:Tt1=(t-1)*N+1;t2=t*N;wx(t1:t2,:)=W*x(t1:t2,:);endxconstant=ones(N*T,1);[nobsK]=size(x);info.lflag=0;info.model=0;info.fe=0;results=sar_panel_FE(y,[xconstantx],W,T,info);vnames=strvcat('logcit','intercept','logp','logy');prt_spnew(results,vnames,1)%Printouteffectsestimatesspat_model=0;实用标准文档文案大全direct_indirect_effects_estimates(results,W,spat_model);panel_effects_sar(results,vnames,W);2、空间固定效应(Spatialfixedeffects)T=30;N=46;W=normw(W1);y=A(:,[3]);x=A(:,[4,6]);fort=1:Tt1=(t-1)*N+1;t2=t*N;wx(t1:t2,:)=W*x(t1:t2,:);endxconstant=ones(N*T,1);[nobsK]=size(x);info.lflag=0;info.model=1;info.fe=0;results=sar_panel_FE(y,x,W,T,info);vnames=strvcat('logcit','logp','logy');prt_spnew(results,vnames,1)%Printouteffectsestimatesspat_model=0;direct_indirect_effects_estimates(results,W,spat_model);panel_effects_sar(results,vnames,W);3、时点固定效应(Timeperiodfixedeffects)T=30;N=46;W=normw(W1);y=A(:,[3]);x=A(:,[4,6]);fort=1:Tt1=(t-1)*N+1;t2=t*N;wx(t1:t2,:)=W*x(t1:t2,:);endxconstant=ones(N*T,1);[nobsK]=size(x);info.lflag=0;%requiredforexactresultsinfo.model=2;info.fe=0;%Donotprintinterceptandfixedeffects;useinfo.fe=1toturnonresults=sar_panel_FE(y,x,W,T,info);实用标准文档文案大全vnames=strvcat('logcit','logp','logy');prt_spnew(results,vnames,1)%Printouteffectsestimatesspat_model=0;direct_indirect_effects_estimates(results