help xsmle ,得到如下指示:
SAR: Spatial Autoregressive (SAR) model
xsmle depvar [indepvars] [if] [in] [weight] , wmat(name) model(sar)
[SAR_options]
Model
wmat(name) specify the weight matrix for the
spatial-autoregressive term
re use the random effects estimator; the
default
fe use the fixed effects estimator
type(type_options[, leeyu]) specify fixed-effects type
Type options Description
--------------------------------------------------------------------------
ind for individual fixed effects
effects
time for time fixed effect
both for both time and individual
fixed effects
然后我按照提示写下如下三个命令,
xsmle tfp tran tele nagri pdens fopen hucap yr*, wmat(W01) model(sar) fe ind
xsmle tfp tran tele nagri pdens fopen hucap yr*, wmat(W01) model(sar) fe time
xsmle tfp tran tele nagri pdens fopen hucap yr*, wmat(W01) model(sar) fe both
但最后三个结果却一模一样,不知道问题出在哪里,急求大家帮助啊~~~~
另外,我将后面的ind time both用type括起来,但是除了ind运行正常之外,下面两个却出现错误提示“estimates post: matrix has missing values”。。
新人,急求大神相助!!!!