Econometrics Toolbox 使用—-spatial Econometrics analysis

空间分析软件很多，但是很多都不灵活，spatial econometrics由James P.LeSage编写，可以从他的个人主页上下载。

国内对于空间计量模型，大多为sar和sem模型，本文也只就这两个部分做点使用步骤上的简介。

Econometrics Toolbox\spatial为空间部分

Econometrics Toolbox\spatial\panel为空间面板模型

Econometrics Toolbox\spatial\stats为检验统计量

spatial目录：

Casetti_models————- Casetti spatial expansion models (updated 7/98) 
 Kelejian-Prucha GM models —————Kelejian-Prucha spatial error model, contributed by Shawn Bucholtz (added 2/2004) 
 GWR models ——————–geographically weighted regression models (updated 11/2003) 
 Spatial panel data models————————- Paul Elhorst’s spatial panel data models (added 2/2005) 
sar models ——————spatial autoregressive model functions (updated 2/2005) 
sem models ——————–spatial error models (updated 2/2005) 
sdm models ———————spatial Durbin models (updated 2/2005) 
sac models —————-general spatial models (updated 2/2005) 
semp models—————— spatial error probit models (updated 11/2003) 
spatial statistics ———————–spatial statistics (updated 11/2003) 
log det functions——————- log determinant functions (updated 2/2005) 
spatial weight functions

1.使用时关键在于做好数据格式.

% Supply data sorted first by time and then by spatial units, so first region 1,
% region 2, et cetera, in the first year, then region 1, region 2, et
% cetera in the second year, and so on

2.对于检验部分，国内研究都使 用克罗内积 这部分需要修改程序，其实也用kron函数可以调用。

3.另外可以参考http://community.wvu.edu/~djl041/matlab.html

转载自：https://blog.csdn.net/xiaoyanghuaban/article/details/6652172