黃河泉 发表于 2016-8-5 09:52 
老实说,我没真正做过空间计量,该指令 (help xsmle) 之例子 xsmle lngsp lnpcap lnpc lnemp unemp, wmat(u ...
黄老师您好,我在J. Paul Elhorst 的相关文献发现这么一句。
If µi and/or λt are treated as fixed effects, the intercept α can only be estimated under the condition(s) that ∑iµi = 0 and
∑tλt = 0 . An alternative and equivalent formulation is to drop the intercept from the model
and to abandon one of these two restrictions (see Hsaio, 2003, p. 33)
猜想应该是出于满足固定效应估计的前提需要而舍弃了截距项,不知道我的理解是否正确?还请黄老师指教!
文献地址:
https://www.researchgate.net/publication/228469025。抱歉,不知道怎么上传附件。