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 = 2.0440 time for optimiz = 2.0120 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 = 102.5485, 1, 0.0000
Hausman test-statistic, degrees of freedom and probability = 49.2622, 3, 0.0000
Pooled model with spatial error autocorrelation and time period fixed effects
R-squared = 0.1565 corr-squared = 0.1040 sigma^2 = 0.1671
log-likelihood = -60.100375
Nobs,Nvar,#FE = 112, 2, 10 # iterations = 16
min and max rho = -0.9900, 0.9900 total time in secs = 1.3880 time for optimiz = 1.3420 time for lndet = 0.0160 No lndet approximation used
*************************************************************** Variable Coefficient Asymptot t-stat z-probability variable 1 0.220574 2.347887 0.018880 variable 2 -0.539573 -3.390328 0.000698 spat.aut. 0.286992 2.767848 0.005643
LR-test joint significance spatial fixed effects, degrees of freedom and probability = 0.0266, 14, 1.0000
Wrong # of variable names in prt_sp -- check vnames argument
will use generic variable names
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 = 0.1400
*************************************************************** 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 = 103.5104, 1, 0.0000
Hausman test-statistic, degrees of freedom and probability = 47.8824, 3, 0.0000
>> run('C:\\Program
Files\\MATLAB\\R2011b\\21901513\\spatial\\panel\\liaoningW3.m')
Pooled model with spatially lagged dependent variable, spatial and time period fixed effects
R-squared = 0.8537 corr-squared = 0.2018 sigma^2 = 0.0311
Nobs,Nvar,#FE = 112, 3, 10 log-likelihood = 34.054134 # of iterations = 1
min and max rho = -1.0000, 1.0000 total time in secs = 0.2340 time for optimiz = 0.0630 time for lndet = 0.0160 time for t-stats = 0.0160 No lndet approximation used
*************************************************************** Variable Coefficient Asymptot t-stat z-probability
variable 1 1.114036 4.520437 0.000006 variable 2 -1.044003 -3.386687 0.000707 W*dep.var. -0.282989 -2.485282 0.012945
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 = 2.0430 time for optimiz = 2.0280 time for t-stats = 0.0150 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 = -85.7871, 1,-1721.0952
Hausman test-statistic, degrees of freedom and probability = 79.2800, 3, 0.0000
Pooled model with spatial error autocorrelation, spatial and time period fixed effects
R-squared = 0.8431 corr-squared = 0.2021 sigma^2 = 0.0310
log-likelihood = 34.344133
Nobs,Nvar,#FE = 112, 2, 23 # iterations = 16
min and max rho = -0.9900, 0.9900 total time in secs = 0.0930 time for optimiz = 0.0630
No lndet approximation used
*************************************************************** Variable Coefficient Asymptot t-stat z-probability variable 1 1.040013 4.090686 0.000043 variable 2 -1.133815 -3.780579 0.000156 spat.aut. -0.288961 -2.418682 0.015577
LR-test joint significance spatial fixed effects, degrees of freedom and probability = 0.5800, 14, 1.0000
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 = 0.1400
*************************************************************** 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 = -84.8252, 1,-5156.4224
Hausman test-statistic, degrees of freedom and probability = -4.6033, 3, 0.2033 >>
>> run('C:\\Program Files\\MATLAB\\R2011b\\21901513\\spatial\\stats\\lmerror_dtest.m') LM error tests for spatial correlation in residuals
LM value 3.72671335 Marginal Probability 0.05354866 chi(1) .01 value 17.61100000
>> run('C:\\Program Files\\MATLAB\\R2011b\\21901513\\spatial\\stats\\lmsar_dtest.m') LM error tests for spatial correlation in SAR model residuals
LM value 47.82769742 Marginal Probability 0.00000000 chi(1) .01 value 6.63500000
>> run('C:\\Program Files\\MATLAB\\R2011b\\21901513\\spatial\\stats\\lratios_dtest.m') LR tests for spatial correlation in residuals
LR value 4.70842429 Marginal Probability 0.03001515 chi-squared(1) value 6.63500000
>> run('C:\\Program Files\\MATLAB\\R2011b\\21901513\\spatial\\stats\\moran_dtest.m') Moran I-test for spatial correlation in residuals
Moran I 0.14710539 Moran I-statistic 2.17304859 Marginal Probability 0.02977666 mean -0.01484749 standard deviation 0.07452796
>> run('C:\\Program Files\\MATLAB\\R2011b\\21901513\\spatial\\stats\\walds_dtest.m') Wald test for spatial correlation in residuals
Wald value 4.85040109 Marginal Probability 0.02763970 chi(1) .01 value 6.63500000 >> run('C:\\Program Files\\MATLAB\\R2011b\\21901513\\spatial\\panel\\demoLMsarsem_panel_liaoning.m') Wrong # of variable names in prt_reg -- check vnames argument will use generic variable names
Ordinary Least-squares Estimates R-squared = 0.1382 Rbar-squared = 0.1223 sigma^2 = 0.1885 Durbin-Watson = 1.6381 Nobs, Nvars = 112, 3
*************************************************************** Variable Coefficient t-statistic t-probability
variable 1 3.115789 6.770116 0.000000 variable 2 0.214395 3.052817 0.002849 variable 3 -0.567208 -4.179967 0.000059