%?Demonstration?file?for?Elhorst?Panel?Data?code
%
%?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
%
%?REFERENCE:?
%?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.
%
%?New:

%?1）?Direct/Indirect?effect?esimates?of?the?explanatory?variables
%?LeSage?JP?Pace?RK?（2009）?Introduction?to?Spatial?Econometrics.?Boca?Raton?Taylor?&?Francis?Group.
%?routine?direct_indirect_effects_estimates（resultsWspat_model）?is?written?by?J.P.?Elhorst
%?routines?panel_effects_sar（resultsvnamesW）?and?panel_effects_sar（resultsvnamesW）?
%?are?written?and?made?available?by?D.?Lacombe
%?User?may?use?both?routines?（note:?results?are?slightly?different?from?each?other?since?they?are?based?on?draws?from?a?distrobution?
%?or?choose?one?particular?routine.?If?N?is?large?user?should?choose
%?Lacombe‘s?routines?since?this?one?is?much?more?efficient?computationally

%?2）?Bias?correction?of?coefficient?estimates
%?Lee?Lf?Yu?J.?（2010）?Estimation?of?spatial?autoregressive?models?with
%?fixed?effects?Journal?of?Econometrics?154:?165-185.

%?3）?Selection?framework?to?determine?which?spatial?panel?data?model?best
%?describes?the?data.

%?dimensions?of?the?problem
A=wk1read（‘x:\lotus\cigarette.wk1‘10）;
W1=wk1read（‘x:\lotus\Spat-Sym-US.wk1‘）;
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
for?t=1:T
????t1=（t-1）*N+1;t2=t*N;
????wx（t1:t2:）=W*x（t1:t2:）;
end
xconstant=ones（N*T1）;
[nobs?K]=size（x）;
%?----------------------------------------------------------------------------------------
%?No?fixed?effects?+?spatially?lagged?dependent?variable
info.lflag=0;?%?required?for?exact?results
info.model=0;
info.fe=0;?%?Do?not?print?intercept?and?fixed?effects;?use?info.fe=1?to?turn?on
%?New?routines?to?calculate?effects?estimates
results=sar_panel_FE（y[xconstant?x]WTinfo）;?
vnames=strvcat（‘logcit‘‘intercept‘‘logp‘‘logy‘）;
%?Print?out?coefficient?estimates
prt_sp（resultsvnames1）;
%?Print?out?effects?estimates
spat_model=0;
direct_indirect_effects_estimates（resultsWspat_model）;
panel_effects_sar（resultsvnamesW）;
%?----------------------------------------------------------------------------------------
%?No?fixed?effects?+?spatially?lagged?dependent?variable?+?spatially
%?independent?variables
info.lflag=0;?%?required?for?exact?results
info.model=0;
info.fe=0;?%?Do?not?print?interc

?屬性????????????大小?????日期????時間???名稱
-----------?---------??----------?-----??----

?????文件??????13818??2013-10-01?20:46??demopanelscompare.m

?????文件???????3638??2013-10-01?20:41??direct_indirect_effects_estimates.m

?????文件???????1827??2013-10-01?20:40??f2_sarpanel.m

?????文件???????1917??2013-10-01?20:39??f_sarpanel.m

?????文件???????1917??2013-10-01?20:39??sar_panel_FE.m

-----------?---------??----------?-----??----

????????????????23117????????????????????5