A=wk1read（‘C:\Program?Files\MATLAB\R2010a\elhorst\cigarette.wk1‘10）;?%?data?set?with?T=30
W1=wk1read（‘C:\Program?Files\MATLAB\R2010a\elhorst\Spat-Sym-US.wk1‘）;
%?Dataset?downloaded?from?www.wiley.co.uk/baltagi/
%?Spatial?weights?matrix?constructed?by?Elhorst
%
%?written?by:?J.Paul?Elhorst?summer?2010
%?University?of?Groningen
%?Department?of?Economics
%?9700AV?Groningen
%?the?Netherlands
%?j.p.elhorst@rug.nl
%
%?REFERENCES:?
%?Elhorst?JP?（2010）?Matlab?Software?for?Spatial?Panels.?Under?review.
%
%?Elhorst?JP?（2010）?Spatial?Panel?Data?Models.?In?Fischer?MM?Getis?A?（Eds.）?
%?Handbook?of?Applied?Spatial?Analysis?Ch.?C.2.?Springer:?Berlin?Heidelberg?New?York.
%
%?dimensions?of?the?problem
T=30;?%?number?of?time?periods
N=46;?%?number?of?regions
%?row-normalize?W
W=normw（W1）;?%?function?of?LeSage
y=A（:[3]）;?%?column?number?in?the?data?matrix?that?corresponds?to?the?dependent?variable
x=A（:[46]）;?%?column?numbers?in?the?data?matrix?that?correspond?to?the?independent?variables
xconstant=ones（N*T1）;
[nobs?K]=size（x）;
%?----------------------------------------------------------------------------------------
%?ols?estimation?
results=ols（y[xconstant?x]）;
vnames=strvcat（‘logcit‘‘intercept‘‘logp‘‘logy‘）;
prt_reg（resultsvnames1）;
sige=results.sige*（（nobs-K）/nobs）;
loglikols=-nobs/2*log（2*pi*sige）-1/（2*sige）*results.resid‘*results.resid

%?The?（robust）LM?tests?developed?by?Elhorst

LMsarsem_panel（resultsWy[xconstant?x]）;?%?（Robust）?LM?tests

%?The?lm?tests?developed?by?Donald?Lacombe
%?see?http://www.rri.wvu.edu/lacombe/~lacombe.htm

lm1=lmlag（y[xconstant?x]W）;
prt_tests（lm1）;

lm2=lmerror_panel（y[xconstant?x]W）;
prt_tests（lm2）;

lm3=lmlag_robust_panel（y[xconstant?x]W）;
prt_tests（lm3）;

lm4=lmerror_robust_panel（y[xconstant?x]W）;
prt_tests（lm4）;

%?----------------------------------------------------------------------------------------
%?spatial?fixed?effects?+?（robust）?LM?tests?for?spatial?lag?and?spatial?error?model
%?fixed?effects?within?estimator
%?demeaning?of?the?y?and?x?variables
model=1;
[ywithxwithmeannymeannxmeantymeantx]=demean（yxNTmodel）;
results=ols（ywithxwith）;
vnames=strvcat（‘logcit‘‘logp‘‘logy‘）;?%?should?be?changed?if?x?is?changed
prt_reg（resultsvnames）;
sfe=meanny-meannx*results.beta;?%?including?the?constant?term
yme?=?y?-?mean（y）;
et=ones（T1）;
error=y-kron（etsfe）-x*results.beta;
rsqr1?=?error‘*error;
rsqr2?=?yme‘*yme;
FE_rsqr2?=?1.0?-?rsqr1/rsqr2?%?r-squared?including?fixed?effects
sige=results.sige*（（nobs-K）/nobs）;
logliksfe=-nobs/2*log（2*pi*sige）-1/（2*sige）*results.resid‘*results.resid
LMsarsem_panel（resultsWywithxwith）;?%?（Robust）?LM?tests

lm1=lmlag_panel（ywithxwithW）;
prt_tests（lm1）;

lm2=lmerror_panel（ywithxwithW）;
prt_tests（lm2）;

lm3=lmlag_robust_panel（ywithxwithW）;
prt_tests（lm3）;

lm4=lmerror_robust_panel（ywithxwithW）;
prt_tests（lm4）;
%?-------------------------------------------------------------