空间计量模型R操作代码
以下为《空间计量模型R操作代码》的无排版文字预览，完整内容请下载
> sheng sheng_nb sheng_nblist Y X1 X2 M0=lm(sheng$INCOME~sheng$CAIZHENG+sheng$YONGDIAN)
> M0
Call:
lm(formula = sheng$INCOME ~ sheng$CAIZHENG + sheng$YONGDIAN)
Coefficients:
(Intercept) sheng$CAIZHENG sheng$YONGDIAN
2242.7762 1.9409 0.8433
> bptest(M0)
studentized Breusch-Pagan test
data: M0
BP = 13.3794, df = 2, p-value = 0.001244
> M1=lm(Y~X1+X2)
> M1
Call:
lm(formula = Y ~ X1 + X2)
Coefficients:
(Intercept) X1 X2
5.9063 0.1410 0.2403
> bptest(M1)
studentized Breusch-Pagan test
data: M1
BP = 1.0727, df = 2, p-value = 0.5849
空间同步自回归误差模型
M5SEAR M5SEAR
Call:
errorsarlm(formula = Y ~ X1 + X2, listw = sheng_nblist, etype = "error")
Type: error
Coefficients:
lambda (Intercept) X1 X2
0.*** 6.*** 0.*** 0.***
Log likelihood: 16.28129
空间杜宾误差模型
M6SDEM M6SDEM
Call:
errorsarlm(formula = Y ~ X1 + X2, listw = sheng_nblist, etype = "emixed")
Type: error
Coefficients:
lambda (Intercept) X1 X2 lag.X1 lag.X2 内容过长，仅展示头部和尾部部分文字预览，全文请查看图片预览。 arlm(formula = Y ~ X1 + X2, listw = sheng_nblist, type = "sacmixed")
Type: sacmixed
Coefficients:
rho lambda (Intercept)
0.*** -0.*** 1.***
X1 X2 lag.X1
0.*** 0.*** -0.***
lag.X2
-0.***
Log likelihood: 19.859
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