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论坛 计量经济学与统计论坛 五区 计量经济学与统计软件
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2018-10-27
1)Matalb 代码资源:
Elhorst J.P.:
https://spatial-panels.com/software/
James P. LeSage:
https://www.spatial-econometrics.com/
Donald J. Lacombe:
http://myweb.ttu.edu/dolacomb/matlab.html

2)R代码资源:
CRAN Task View:
https://cran.r-project.org/web/views/Spatial.html

3)Python代码资源:
PySAL:
https://pysal.readthedocs.io/en/latest/users/tutorials/index.html

4)Stata代码资源: 具体操作详见计量经济圈里的《空间计量的46页Notes, 区经相关学者可参阅》:

创建空间权重矩阵
l  spmat --Create and manage spatial-weighting matrix objects  [Author: Drukker et.al,2013]

l  spatwmat---Spatial weights matrices for spatial data analysis  [Author: Pisati ,2012]

l  spwmatrix--- Generates, imports, and exports spatial weights  [Author: Jeanty, updated 2014.03.15]

l  spwmatfill ---Assigns first nearest neighbors to observations with no contiguous neighbors.   [Author: Jeanty, 2010]

l  spweight --- Module to compute Cross-Section and Panel SpatialWeight Matrix  [Author: Shehata, 2013]

l  spweightxt-- Module to compute Cross-Section and Panel Spatial Weight Matrix  [Author: Shehata,2013]

l  spweightcs ---Module to computeCross Section Spatial Weight Matrix  [Author: Shehata, 2013]

l  spcs2xt---Module to Convert Cross Section to Panel Spatial Weight Matrix  [Author: Shehata, 2012]

l  shp2dta ---Module to converts shape boundary files to Stata datasets  [Author: Crow, 2013]

空间自相关检验
l  spautoc --Stata modules to calculate spatial autocorrelation  [Author: Nicholas Cox et.al,2006]

l  spatgsa --Measures of global spatial autocorrelation [Author: Maurizio Pisati, 2001]

l  spatlsa --Measures of local spatial autocorrelation [Author: Maurizio Pisati, 2001]

l  spatcorr --Stata modules to compute and plot spatial autocorrelation  [Author: Maurizio Pisati, 2001]

l  spatdiag --Diagnostic tests for spatial dependence in OLS regression  [Author: Maurizio Pisati, 2001]

l  anketest--Moduleto perform diagnostic tests for spatial autocorrelation in the residuals ofOLS, SAR, IV, and IV-SAR models

l  splagvar-Moduleto generate spatially lagged variables, construct the Moran Scatter plot, andcalculate Moran's I statistics

空间截面回归
l  spatreg- Moduleto estimate the spatial lag and the spatial error regression models by maximumlikelihood.

l  spmlreg--Moduleto estimate the spatial lag, the spatial error, the spatial durbin, and thegeneral spatial models by maximum likelihood

l  spautoreg--Moduleto estimate Spatial Cross Sections Regression (Lag-Error-Durbin-SAC-SPGKS-SPGSAR-GS2SLS-GS3SLS-SPML-SPGS-SPIVREG-IVTobit)

l  sppack--Modulefor cross-section spatial-autoregressive models

l  gs2sls-Moduleto estimate Generalized Spatial Two Stage Least Squares Cross Sections Regression

l  gs2slsar--Module to estimate GeneralizedSpatial Autoregressive Two Stage Least Squares Cross Sections Regression

l  gs3sls--Moduleto estimate Generalized Spatial Three Stage Least Squares Cross SectionsRegression (3SLS)

l  gs3slsar--Module to estimate GeneralizedSpatial Autoregressive Three Stage Least Squares (3SLS) Cross SectionsRegression

l  spgmm--Moduleto estimate Spatial Autoregressive Generalized Method of Moments Cross SectionsRegression

l  spregsac--Module to estimate Maximum Likelihood Estimation AutoCorrelation (SAC) CrossSection Regression

l  spregsar--Moduleto estimate Maximum Likelihood Estimation Spatial Lag Cross Sections Regression

l  spregsdm--Moduleto Estimate Maximum Likelihood Estimation Spatial Durbin Cross SectionsRegression

l  spregsem--Module to Estimate Maximum LikelihoodEstimation Spatial Error Cross Sections Regression

l  spmstard--Moduleto Eestimate Multiparametric Spatio Temporal AutoRegressive Regression SpatialDurbin Cross Sections Models

l  spmstar--Moduleto Estimate (m-STAR) Spatial Multiparametric Spatio Temporal AutoRegressiveRegression Models

l  spmstardh--Moduleto Estimate (m-STAR) Spatial Multiparametric Spatio Temporal AutoRegressiveRegression: Spatial Durbin Multiplicative
Heteroscedasticity Cross SectionsModels

l  spmstarh--Moduleto Estimate (m-STAR) Spatial Multiparametric Spatio Temporal AutoRegressiveRegression: Spatial Lag Multiplicative Heteroscedasticity Cross Sections Models

l  sptobitmstar--Moduleto Estimate Tobit (m-STAR) Spatial Multiparametric Spatio TemporalAutoRegressive Regression: Spatial Lag Cross Sections Models

l  sptobitmstard--Moduleto Estimate Tobit (m-STAR) Spatial Multiparametric Spatio TemporalAutoRegressive Regression: Spatial Durbin Cross Sections Models

l  sptobitmstardh--Moduleto Estimate Tobit (m-STAR) Spatial Multiparametric Spatio TemporalAutoRegressive Regression: Spatial Durbin Multiplicative HeteroscedasticityCross Sections Models

l  sptobitmstarh--Moduleto Estimate Tobit (m-STAR) Spatial Multiparametric Spatio TemporalAutoRegressive Regression: Spatial Lag Multiplicative Heteroscedasticity CrossSections Models

l  sptobitsar--Moduleto Estimate Tobit MLE Spatial Lag Cross Sections Regression
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