空间计量模型R操作代码

1、 sheng sheng_nb sheng_nblist Y X1 X2 M0=lm(sheng$INCOMEsheng$CAIZHENG+sheng$YONGDIAN) M0Call:lm(formula = sheng$INCOME sheng$CAIZHENG + sheng$YONGDIAN)Coefficients: (Intercept) sheng$CAIZHENG sheng$YONGDIAN 2242.7762 1.9409 0.8433 bptest(M0)studentized Breusch-Pagan testdata: M0BP = 13.3794, df = 2,

2、 p-value = 0. M1=lm(YX1+X2) M1Call:lm(formula = Y X1 + X2)Coefficients:(Intercept) X1 X2 5.9063 0.1410 0.2403 bptest(M1)studentized Breusch-Pagan testdata: M1BP = 1.0727, df = 2, p-value = 0.5849空间同步自回归误差模型M5SEAR M5SEARCall:errorsarlm(formula = Y X1 + X2, listw = sheng_nblist, etype = error)Type: er

3、ror Coefficients: lambda (Intercept) X1 X2 0. 6. 0. 0. Log likelihood: 16.28129 空间杜宾误差模型M6SDEM M6SDEMCall:errorsarlm(formula = Y X1 + X2, listw = sheng_nblist, etype = emixed)Type: error Coefficients: lambda (Intercept) X1 X2 lag.X1 lag.X2 0. 5. 0. 0. 0. 0. Log likelihood: 18.43699 空间自回归滞后模型 M7SAR M

4、7SARCall:lagsarlm(formula = Y X1 + X2, listw = sheng_nblist, type = lag)Type: lag Coefficients: rho (Intercept) X1 X2 0. 2. 0. 0. Log likelihood: 19.10202 空间杜宾模型 M8SDM M8SDMCall:lagsarlm(formula = Y X1 + X2, listw = sheng_nblist, type = mixed)Type: mixed Coefficients: rho (Intercept) X1 X2 lag.X1 0.

5、 2. 0. 0. 0. lag.X2 -0. Log likelihood: 19.35204 一般空间模型SACSARARM9SAC M9SACCall:sacsarlm(formula = Y X1 + X2, listw = sheng_nblist, type = sac)Type: sac Coefficients: rho lambda (Intercept) X1 X2 0. -0. 1. 0. 0. Log likelihood: 19.50472M9SARMA M9SARMACall:sacsarlm(formula = Y X1 + X2, listw = sheng_nblist, type = sacmixed)Type: sacmixed Coefficients: rho lam