spatialweightsmatrix-資料下載頁
【導(dǎo)讀】Anselin(1988)[]. China30Provinces[,]. ErturandKosh(2020)[]. Homework. .48LowerStates[]. .3109Counties[]. usegpe2;n=49;loadwd[n,n]=c:\course09\WISE\data\anselin\;w1=wd;w2=denseSubmat(sparseOnes(spwpower(spw(w1),2),n,n),0,0);w3=denseSubmat(sparseOnes(spwpower(spw(w1),3),n,n),0,0);w4=denseSubmat(sparseOnes(spwpower(spw(w1),4),n,n),0,0);w5=denseSubmat(sparseOnes(spwpower(spw(w1),5),n,n),0,0);w6=denseSubmat(sparseOnes(spwpower(spw(w1),6),n,n),0,0);callspwplot(spw(w1));end;#includegpe\;Longitude(x). Latitude(y). d=gcd(x,y). procgcd(xc,yc);localx,y,d;y=pi*yc/180;d=3963*arccos(sin(y').*sin(y)+cos(y').*cos(y).*cos(abs(x'-x)));retp(real(d));endp;ParzenKernel. BartlettKernel(TricubicKernel). (/)exp2/ijijijkKdddd???2maxmax(/)exp(/)ijijijkKdddd???TheClassicalModel. ,1,2,...,1?(')'?2''XXxx. ',KelejianandPrucha(2020). '垐'XXxx. max(/)(/)ijijijijkKddorkKdd??ijijdk???Newey-WestEstimator. 2''''BasicModel. (CrimeRate)=a+b(FamilyIne)+g(HousingValue)+?
【正文】 E rr or n In?? c??????? ? ?εεLMBased Test Statistics ? LM Test Statistic for Spatial Lag 239。22??~ ( 1 )WL M L a gnJ?? c????????εy39。2239。1垐( ) ( )?( 39。 )?垐垐,/J Wy M Wy TnT t r ace WW W Wn??????????????yX β ε εLMBased Test Statistics ? Robust LM Test Statistic for Spatial Error ? Robust LM Test Statistic for Spatial Lag 239。39。22*2垐 ?垐~ ( 1 )1W T WnJL M Er r orTTnJ????c????????????????ε ε ε y239。39。22*2垐 ?垐~ ( 1 )WWL M L a gn J T???? c??????????ε y ε εHypothesis Testing Example ? China Output 2020 () ? ln(GDP) = a + b ln(L) + g ln(K) + ? (numbers in parentheses are pvalues of the tests) MoranI LMerr LMlag Robust LMerr Robust LMlag Hetero. ln(GDP) () () () ln(L) () () () ln(K) () () () ? () () () () () () Hypothesis Testing Example ? Crime Equation () ? (Crime Rate) = a + b (Family Ine) + g (Housing Value) + ? (numbers in parentheses are pvalues of the tests) MoranI LMerr LMlag Robust LMerr Robust LMlag Hetero. () () () () () () References ? L. Anselin, and A. K. Bera, R. . Florax, and M. Yoon (1996), “Simple Diagnostic Tests for Spatial Dependence,” Regional Science and Urban Economics, 26, 77104. ? L. Anselin, and H. Kelejian (1997), “Testing for Spatial Autocorrelation in the Presence of Endogenous Regressors,” International Regional Science Review, 20, 153–182. ? L. Anselin, and S. Rey (1991), “Properties of Tests for Spatial Dependence in Linear Regression Models,” Geographical Analysis, 23, 112131. ? H. Kelejian, and . Prucha (2020)., “On the Asymptotic Distribution of Moran I Test Statistic with Applications,” Journal Econometrics, 104, 219257.
鄂ICP備17016276號-1