clear all;
A=wk1read('cigardemo.wk1',1,0);
W1=wk1read('Spat-Sym-US.wk1');
为什么这个wk1read又没有问题?可以读'cigardemo.wk1'
% Dataset downloaded from 
www.wiley.co.uk/baltagi/
% Spatial weights matrix constructed by Elhorst
% -------------------------------------------------------------------------
% written by: J.Paul Elhorst 5/2008
% University of Groningen
% Faculty of Economics and Business
% 9700AV Groningen
% the Netherlands
% 
j.p.elhorst@rug.nl
%
% REFERENCES: 
% Elhorst J.P. (2008) Serial and spatial autocorrelation. Economics Letters
% 
http://dx.doi.org/10.1016/j.econlet.2008.03.009
% -------------------------------------------------------------------------
% dimensions of the problem
T=6; % 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(:,[4,5,6]); % column numbers in the data matrix that correspond to the independent variables
xconstant=ones(N*T,1);
% serial and spatial error correlation, including logpn variable
% one constraint on the paramaters active
vnames=strvcat('logcit','constant','logp','logpn','logy');
serialspatial(y,[xconstant x],W,N,T,vnames);
% serial and spatial error correlation, without logpn variable
% no constraint active, numerical problems with one of the t-values
x=A(:,[4,6]); % column numbers in the data matrix that correspond to the independent variables
vnames=strvcat('logcit','constant','logp','logy');
serialspatial(y,[xconstant x],W,N,T,vnames);
Optimization terminated: Search direction less than 2*options.TolX
and maximum constraint violation is less than options.TolCon.
Active inequalities (to within options.TolCon = 1e-006):
  lower      upper     ineqlin   ineqnonlin
                          3           
model with both serial and spatial autocorrelation
Dependent Variable =         logcit   
R-squared          =    0.9921   
Rbar-squared       =    0.9920   
sigma^2            =    0.0021   
log-likelihood     =       -380.51003  
***************************************************************
Variable       Coefficient  Asymptot t-stat    z-probability 
constant          3.184573        12.127214         0.000000 
logp             -0.480758        -9.024798         0.000000 
logpn             0.226449         3.151678         0.001623 
logy              0.368082         6.157506         0.000000 
ser.aut           0.963577       116.546888         0.000000 
spat.aut.         0.036423        97.200039         0.000000 
Optimization terminated: Search direction less than 2*options.TolX
and maximum constraint violation is less than options.TolCon.
Active inequalities (to within options.TolCon = 1e-006):
  lower      upper     ineqlin   ineqnonlin
                          3           
model with both serial and spatial autocorrelation
Dependent Variable =         logcit   
R-squared          =    0.9918   
Rbar-squared       =    0.9917   
sigma^2            =    0.0021   
log-likelihood     =       -375.63073  
***************************************************************
Variable       Coefficient  Asymptot t-stat    z-probability 
constant          3.355565        12.831304         0.000000 
logp             -0.438336        -8.355384         0.000000 
logy              0.322546         5.463177         0.000000 
ser.aut           0.963577       110.933671         0.000000 
spat.aut.         0.036423        94.006837         0.000000 
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