悬赏 50 个论坛币 未解决
1.jplv7里面的demopanelscompare文件里面好像只有SLM(SAR)模型和SEM模型,请问SDM模型该怎么做;
2.计量经济模型中“空间固定效应”“时间固定效应”“双向固定效应”“无固定效应”分别是什么意思;
3.程序里面的LR(似然比)检验,是检验什么的;
4.得出结果如下:
Pooled model with spatially lagged dependent variable and spatial fixed effects
Dependent Variable = logcit
R-squared = 0.9729
corr-squared = 0.4511
sigma^2 = 0.0014
Nobs,Nvar,#FE = 276, 4, 49
log-likelihood = 514.76733
# of iterations = 1
min and max rho = -1.0000, 1.0000
total time in secs = 3.1720
time for optimiz = 0.8770
time for lndet = 0.4170
time for t-stats = 0.0570
No lndet approximation used
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Variable Coefficient Asymptot t-stat z-probability
logp -0.608632 -12.653520 0.000000
logpn 0.233016 3.559311 0.000372
logy 0.294657 7.708424 0.000000
W*dep.var. 0.198966 2.952892 0.003148
LR-test significance spatial random effects, degrees of freedom and probability = 869.2772, 46, 0.0000
其中corr-squared;Nobs,Nvar,#FE;log-likelihood;min and max rho;total time in secs;time for optimiz;time for lndet;time for t-stats;Asymptot t-stat ;z-probability 分别代表什么意思。