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2020-02-28
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在运行豪斯曼程序的时候出现以下问题:
错误使用  *
用于矩阵乘法的维度不正确。请检查并确保第一个矩阵中的列数与第二个矩阵中的行数匹配。要执行按元素相乘,请使用 '.*'。

出错 direct_indirect_effects_estimates (line 75)
    parms = chol(results.cov)'*randn(size(parm)) + parm;

出错 ols1 (line 81)
direct_indirect_effects_estimates(results,W,spat_model);
换了几个下载的demo,每次都是这样的错误,出错处在黄色背景处,有哪位大神看得懂吗,或者发一下空间计量的豪斯曼检验程序给我,十分感谢。
demo程序如下:
T=30; % 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(:,[4,6]); % column numbers in the data matrix that correspond to the independent variables
for t=1:T
    t1=(t-1)*N+1;t2=t*N;
    wx(t1:t2,:)=W*x(t1:t2,:);
end
xconstant=ones(N*T,1);
[nobs K]=size(x);
% Spatial and time period fixed effects + spatially lagged dependent variable + spatially
% independent variables
info.lflag=0; % required for exact results
info.model=3;
info.fe=0; % Do not print intercept and fixed effects; use info.fe=1 to turn on
info.bc=1;
% New routines to calculate effects estimates
results=sar_panel_FE(y,[x wx],W,T,info);
vnames=strvcat('logcit','logp','logy','W*logp','W*logy');
% Print out coefficient estimates
prt_sp(results,vnames,1);
% Print out effects estimates
spat_model=1;
direct_indirect_effects_estimates(results,W,spat_model);
panel_effects_sdm(results,vnames,W);
% Wald test for spatial lag model
btemp=results.parm;
varcov=results.cov;
Rafg=zeros(K,2*K+2);
for k=1:K
    Rafg(k,K+k)=1; % R(1,3)=0 and R(2,4)=0;
end
Wald_spatial_lag=(Rafg*btemp)'*inv(Rafg*varcov*Rafg')*Rafg*btemp
prob_spatial_lag= 1-chis_cdf (Wald_spatial_lag, K) % probability greater than 0.05 points to insignificance
% LR test spatial Durbin model against spatial lag model (requires
% estimation results of the spatial lag model to be available)
resultssar=sar_panel_FE(y,x,W,T,info);
LR_spatial_lag=-2*(resultssar.lik-results.lik)
prob_spatial_lag=1-chis_cdf (LR_spatial_lag,K) % probability greater than 0.05 points to insignificance
% Wald test for spatial error model
R=zeros(K,1);
for k=1:K
    R(k)=btemp(2*K+1)*btemp(k)+btemp(K+k); % k changed in 1, 7/12/2010
%   R(1)=btemp(5)*btemp(1)+btemp(3);
%   R(2)=btemp(5)*btemp(2)+btemp(4);
end
Rafg=zeros(K,2*K+2);
for k=1:K
    Rafg(k,k)    =btemp(2*K+1); % k changed in 1, 7/12/2010
    Rafg(k,K+k)  =1;
    Rafg(k,2*K+1)=btemp(k);
%   Rafg(1,1)=btemp(5);Rafg(1,3)=1;Rafg(1,5)=btemp(1);
%   Rafg(2,2)=btemp(5);Rafg(2,4)=1;Rafg(2,5)=btemp(2);
end   
Wald_spatial_error=R'*inv(Rafg*varcov*Rafg')*R
prob_spatial_error= 1-chis_cdf (Wald_spatial_error,K) % probability greater than 0.05 points to insignificance
% LR test spatial Durbin model against spatial error model (requires
% estimation results of the spatial error model to be available
resultssem=sem_panel_FE(y,x,W,T,info);
LR_spatial_error=-2*(resultssem.lik-results.lik)
prob_spatial_error=1-chis_cdf (LR_spatial_error,K) % probability greater than 0.05 points to insignificance
% needed for Hausman test later on
logliklag=results.lik;
blagfe=results.parm(1:end-1);
covblagfe=results.cov(1:end-1,1:end-1);
%
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% random effects estimator by ML %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
%
% Spatial random effects and time period fixed effects + spatially lagged dependent variable + spatially
% independent variables
[ywith,xwith,meanny,meannx,meanty,meantx]=demean(y,[x wx],N,T,2); % 2=time dummies
info.model=1;
results=sar_panel_RE(ywith,xwith,W,T,info);
prt_sp(results,vnames,1);
% Print out effects estimates
spat_model=1;
direct_indirect_effects_estimates(results,W,spat_model);
panel_effects_sdm(results,vnames,W);
% Wald test for spatial lag model
btemp=results.parm(1:2*K+2);
varcov=results.cov(1:2*K+2,1:2*K+2);
Rafg=zeros(K,2*K+2);
for k=1:K
    Rafg(k,K+k)=1; % R(1,3)=0 and R(2,4)=0;
end
Wald_spatial_lag=(Rafg*btemp)'*inv(Rafg*varcov*Rafg')*Rafg*btemp
prob_spatial_lag= 1-chis_cdf (Wald_spatial_lag, K) % probability greater than 0.05 points to insignificance
% Wald test for spatial error model
R=zeros(K,1);
for k=1:K
    R(k)=btemp(2*K+1)*btemp(k)+btemp(K+k); % k changed in 1, 7/12/2010
%   R(1)=btemp(5)*btemp(1)+btemp(3);
%   R(2)=btemp(5)*btemp(2)+btemp(4);
end
Rafg=zeros(K,2*K+2);
for k=1:K
    Rafg(k,k)    =btemp(2*K+1); % k changed in 1, 7/12/2010
    Rafg(k,K+k)  =1;
    Rafg(k,2*K+1)=btemp(k);
%   Rafg(1,1)=btemp(5);Rafg(1,3)=1;Rafg(1,5)=btemp(1);
%   Rafg(2,2)=btemp(5);Rafg(2,4)=1;Rafg(2,5)=btemp(2);
end   
Wald_spatial_error=R'*inv(Rafg*varcov*Rafg')*R
prob_spatial_error= 1-chis_cdf (Wald_spatial_error,K) % probability greater than 0.05 points to insignificance
% needed for Hausman test later on
logliklagre=results.lik;
blagre=results.parm(1:end-2);
covblagre=results.cov(1:end-2,1:end-2);
% ----------------------------------------------------------------------------------------
% Hausman test FE versus RE
hausman=(blagfe-blagre)'*inv(covblagre-covblagfe)*(blagfe-blagre);
dof=length(blagfe);
probability=1-chis_prb(abs(hausman),dof);
% Note: probability < 0.025 implies rejection of random effects model in favor of fixed effects model
% Use 0.025, since it is a one-sided test
fprintf(1,'Hausman test-statistic, degrees of freedom and probability = %9.4f,%6d,%9.4f \n',abs(hausman),dof,probability);


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2020-4-13 17:27:40
已经解决,是原驱动程序的版本问题或者是没有那个文件
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2021-8-30 17:29:12
我出错在第一处出现prt_sp(results,vnames,1);的地方,这个问题请问题主知道怎么解决么?谢谢
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