spatialweightsmatrix(存儲(chǔ)版)
【正文】 ? ? ?I y X βεy I X β I εy I Iy εISpatial Mixed Model ? The Model 2( | , ) 0 , ( | , ) ( 39。39。22??~ ( 1 )WL M L a gnJ?? c????????εy39。39。???ε y X ββ X X X yLMBased Test Statistics ? LM Test Statistic for Spatial Error ? Can not distinguish between spatial AR or spatial MA ? ?239。EV a r W W???????εεISpatial Econometric Models ? The General Model WW?? ? ? ?y y X β X γ εWW??? ? ?ε ε υ υ2( | , ) 0( | , ) ( 39。)EWVa r W E ?????? ???εXIε X ε εSpatial Lag Model Lagged Dependent Variable ? The Model W?? ? ?y y X βε11 , 2 , .. .,nij jj wyWin??????????y2( | , ) 0( | , ) ( 39。垐1 ( )1? ?? ( ) ( 39。1111? 垐39。 ) 39。 3963 miles or 6378 km = radius of the earth retp(real(d))。 Spatial Contiguity Weights Matrix China, 30 Provinces and Cities: W1, W2, W3 DistanceBased Spatial Weights Ertur and Kosh (2020) ? Geographical Location (x,y) ? Longitude (x) ? Latitude (y) ? Great Circle Distance ? d=gcd(x,y) ? (x,y) is in degree decimal units ? DistanceBased Spatial Weights Matrix ? Using Kernel Weight Function proc gcd(xc,yc)。 w2=denseSubmat(sparseOnes(spwpower(spw(w1),2),n,n),0,0)。 w1=wd。 include gpe\。x)))。 )ij i jk Ei j nV a r??????? ? ? ? ? ? ????????XX εεβ X X X X X X1? ( 39。, 1 , 2 , . . . , 0ij i jijk i jki j n i j?? ?? ? ?? ? ? ? ??????? ? ?XXSpatial HAC Estimator General Heteroscedasticity and Autocorrelation ? First Law of Geography ? Kelejian and Prucha (2020) 39。1111? ?39。11 , 2 , .. .,nij jj wWin?????????? xXW? ? ?yX β X γ ε2( | , ) 0( | , ) ( 39。)E E C o vEE ? ? ? ???? ? ?? ? ? ? ? ?ψ υ ψ υ 0ψψ I υ υ I22( ) 0( ) 39。 ) 39。22*2垐 ?垐~ ( 1 )1W T WnJL M Er r orTTnJ????c????????????????ε ε ε y239。
高考資料相關(guān)推薦
鄂ICP備17016276號(hào)-1