>> run('C:\\Program
Files\\MATLAB\\R2011b\\21901513\\spatial\\panel\\liaoningW.m')
Pooled model with spatially lagged dependent variable, no fixed effects R-squared = 0.0834 corr-squared = 0.0049 sigma^2 = 0.1950
Nobs,Nvar,#FE = 112, 3, 2 log-likelihood = -72.5005 # of iterations = 1
min and max rho = -1.0000, 1.0000 total time in secs = 1.7470 time for optimiz = 0.6400 time for lndet = 0.3740 time for t-stats = 0.0310 No lndet approximation used
*************************************************************** Variable Coefficient Asymptot t-stat z-probability variable 1 0.136852 1.894156 0.058204 variable 2 -0.022336 -0.228995 0.818873 W*dep.var. 0.537969 7.059489 0.000000
LR-test joint significance spatial fixed effects, degrees of freedom and probability = -0.0000, 14, 1.0000
Pooled model with spatially lagged dependent variable and spatial random effects
R-squared = 0.7878 corr-squared = 0.1381 sigma^2 = 0.0452 Nobs,Nvar = 112, 4 log-likelihood = -8.8394181 # of iterations = 100
min and max rho = -1.0000, 1.0000 total time in secs = 2.3710 time for optimiz = 2.3550 time for lndet = 0.0160 No lndet approximation used
*************************************************************** Variable Coefficient Asymptot t-stat z-probability variable 1 3.887115 4.004930 0.000062 variable 2 0.351354 5.683541 0.000000 variable 3 -0.881563 -3.871129 0.000108 W*dep.var. -0.075969 -0.657858 0.510629
teta 0.189271 3.791584 0.000150
LR-test significance spatial random effects, degrees of freedom and probability = 127.3222, 1, 0.0000
Hausman test-statistic, degrees of freedom and probability = 56.9020, 3, 0.0000
Pooled model with spatial error autocorrelation, no fixed effects R-squared = -0.2251 corr-squared = 0.0049 sigma^2 = 0.2441
log-likelihood = -81.143326
Nobs,Nvar,#FE = 112, 2, 2 # iterations = 13
min and max rho = -0.9900, 0.9900 total time in secs = 1.3730 time for optimiz = 1.3260 time for lndet = 0.0160 No lndet approximation used
*************************************************************** Variable Coefficient Asymptot t-stat z-probability variable 1 0.172003 1.808931 0.070462 variable 2 0.113924 0.885155 0.376073 spat.aut. 0.282968 2.721897 0.006491
LR-test joint significance spatial fixed effects, degrees of freedom and probability = -17.2857, 14,1880043.3899
Pooled model with spatial error autocorrelation and spatial random effects
R-squared = 0.7948 corr-squared = 0.1232 sigma^2 = 0.0437 Nobs,Nvar = 112, 3 log-likelihood = -8.3584669 # of iterations = 5
min and max rho = -1.4837, 1.0000 total time in secs = 0.4990 time for optimiz = 0.3590 time for eigs = 0.0620 time for t-stats = 0.0150
*************************************************************** Variable Coefficient Asymptot t-stat z-probability variable 1 5.225196 5.105943 0.000000
variable 2 0.363019 7.456571 0.000000 variable 3 -1.172012 -4.857162 0.000001 spat.aut. -0.211090 -1.647799 0.099394 teta 3.842399 2.731523 0.006304
LR-test significance spatial random effects, degrees of freedom and probability = 128.2841, 1, 0.0000
Hausman test-statistic, degrees of freedom and probability = 67.6069, 3, 0.0000
>> run('C:\\Program
Files\\MATLAB\\R2011b\\21901513\\spatial\\panel\\liaoningW1.m')
Pooled model with spatially lagged dependent variable and spatial fixed effects
R-squared = 0.8168 corr-squared = 0.2612 sigma^2 = 0.0390
Nobs,Nvar,#FE = 112, 3, 16 log-likelihood = 22.474659 # of iterations = 1
min and max rho = -1.0000, 1.0000 total time in secs = 0.2180 time for optimiz = 0.0780 time for lndet = 0.0310 time for t-stats = 0.0150 No lndet approximation used
*************************************************************** Variable Coefficient Asymptot t-stat z-probability variable 1 0.403565 6.457079 0.000000 variable 2 -1.212126 -3.568716 0.000359 W*dep.var. -0.145992 -1.271505 0.203549
LR-test joint significance spatial fixed effects, degrees of freedom and probability = -0.0000, 14, 1.0000
Pooled model with spatially lagged dependent variable and spatial random effects
R-squared = 0.7878 corr-squared = 0.1381 sigma^2 = 0.0452 Nobs,Nvar = 112, 4 log-likelihood = -8.8394181 # of iterations = 100
min and max rho = -1.0000, 1.0000
total time in secs = 2.0130 time for optimiz = 1.9970 No lndet approximation used
*************************************************************** Variable Coefficient Asymptot t-stat z-probability variable 1 3.887115 4.004930 0.000062 variable 2 0.351354 5.683541 0.000000 variable 3 -0.881563 -3.871129 0.000108 W*dep.var. -0.075969 -0.657858 0.510629 teta 0.189271 3.791584 0.000150
LR-test significance spatial random effects, degrees of freedom and probability = -62.6282, 1, 0.9998
Hausman test-statistic, degrees of freedom and probability = 27.6307, 3, 0.0000
Pooled model with spatial error autocorrelation and spatial fixed effects R-squared = 0.8123 corr-squared = 0.2660 sigma^2 = 0.0380
log-likelihood = 23.436142
Nobs,Nvar,#FE = 112, 2, 16 # iterations = 18
min and max rho = -0.9900, 0.9900 total time in secs = 0.0940 time for optimiz = 0.0620 No lndet approximation used
*************************************************************** Variable Coefficient Asymptot t-stat z-probability variable 1 0.386003 7.686150 0.000000 variable 2 -1.391376 -4.283593 0.000018 spat.aut. -0.240968 -2.010726 0.044354
LR-test joint significance spatial fixed effects, degrees of freedom and probability = 1.9230, 14, 0.9999
Pooled model with spatial error autocorrelation and spatial random effects
R-squared = 0.7948 corr-squared = 0.1232 sigma^2 = 0.0437 Nobs,Nvar = 112, 3 log-likelihood = -8.3584669 # of iterations = 5
min and max rho = -1.4837, 1.0000 total time in secs = 0.1560 time for optimiz = 0.1410
*************************************************************** Variable Coefficient Asymptot t-stat z-probability variable 1 5.225196 5.105943 0.000000 variable 2 0.363019 7.456571 0.000000 variable 3 -1.172012 -4.857162 0.000001 spat.aut. -0.211090 -1.647799 0.099394 teta 3.842399 2.731523 0.006304
LR-test significance spatial random effects, degrees of freedom and probability = -61.6663, 1, 0.9998
Hausman test-statistic, degrees of freedom and probability = -0.5219, 3, 0.9141
>> run('C:\\Program
Files\\MATLAB\\R2011b\\21901513\\spatial\\panel\\liaoningW2.m')
Pooled model with spatially lagged dependent variable and time period fixed effects
R-squared = 0.2154 corr-squared = 0.1041 sigma^2 = 0.1670
Nobs,Nvar,#FE = 112, 3, 10 log-likelihood = -60.113651 # of iterations = 1
min and max rho = -1.0000, 1.0000 total time in secs = 0.2180 time for optimiz = 0.0780 time for lndet = 0.0310 No lndet approximation used
*************************************************************** Variable Coefficient Asymptot t-stat z-probability variable 1 0.157421 1.852323 0.063979 variable 2 -0.471627 -3.294915 0.000985 W*dep.var. 0.292979 2.872026 0.004078
LR-test joint significance spatial fixed effects, degrees of freedom and probability = -0.0000, 14, 1.0000
Pooled model with spatially lagged dependent variable and spatial random effects
R-squared = 0.7878 corr-squared = 0.1381