SpatialPanelDataAnalysisII幻灯片.pptVIP

References Elhorst, J. P. (2003). Specification and estimation of spatial panel data models, International Regional Science Review 26, 244-268. Kapoor M., Kelejian, H. and I. R. Prucha, “Panel Data Models with Spatially Correlated Error Components,” Journal of Econometrics, 140, 2006: 97-130. Lee, L. F., and J. Yu, “Estimation of Spatial Autoregressive Panel Data Models with Fixed Effects,” Journal of Econometrics 154, 2010: 165-185. Spatial Econometric Analysis Using GAUSS 2 Kuan-Pin LinPortland State Univerisity GAUSSMathematical and Statistical System Windows Interface Windows Command, Error, Log, … Menu File, Edit, Run, …, Help Operation Interactive Mode Command (Input / Output) Batch Mode Writing Program Online Help GAUSS Basics Basic Operations on Matrices + -? ^ ? .* ? ./ ? % ? ! ? * ? / . ? .= ? .== ? .= ? . ? ./= ? ? ? = ? == ? = ? ? /= .not ?.and ? .or ? .xor ? not ?and or ? xor ~ ? | ? .*. ? *~ Special Operators [] ? {} ? : ? . ? (transpose) Useful Algrbra and Matrix Operations exp ln log ?abs ?sqrt ?pi sin cos inv invpd(inverse) det(determinant) Example Least Squares: b=y/x GAUSS ProgrammingUseful GAUSS Functions System Functions: use, load, output Data Generating Functions:ones, zeros, eye, seqa, seqm, rndu, rndn Data Conversion Functions:reshape, selif, delif, vec, vech, xpnd, submat, diag, diagrv Basic Matrix Functions: Matrix Description:rows, cols, maxc, minc, meanc, median, stdc Matrix Operations:sumc,cumsumc,prodc,cumprodc,sortc,sorthc,sortind Matrix Computation:det,inv,invpd,solpd,vcx,corrx,cond,rank,eig,eigh Probability and Statistical Functions:pdfn, cdfn, cdftc, cdffc, cdfchic, dstat, ols Calculus Functions:gradp, hessp, intsimp, linsolve, eqsolve, sqpsolve GAUSS ProgrammingControlling Execution Flow If Statementif; then; else; elseif; endif; For Loopfor i (start,stop,step); ... endfor; Do Loopdo while ... endo;do until ... endo; GAUSS ProgrammingWrite Your Own Functions Single Line Functionfn f