该面板数据有30个地区（N=30）， 将空间权重矩阵标准化（W=normw(w1)）， 将名为A（以矩阵形式出现在MATLABA中）的变量的第3列数据定义为被解释变量y, 将名为A的变量的第4、5、6列数据定义为解释变量矩阵x， 定义一个有N*T行，1列的全1矩阵，该矩阵名为：xconstant，（ones即为全1矩阵） 说明解释变量矩阵x的大小：有nobs行，K列。（size为描述矩阵的大小）。 附录：
静态面板空间计量经济学
一、OLS静态面板编程
1、普通面板编程
T=30; N=46;
W=normw(W1); y=A(:,3); x=A(:,[4,6]);
xconstant=ones(N*T,1); [nobs K]=size(x);
results=ols(y,[xconstant x]);
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vnames=strvcat('logcit','intercept','logp','logy'); prt_reg(results,vnames,1); sige=results.sige*((nobs-K)/nobs);
loglikols=-nobs/2*log(2*pi*sige)-1/(2*sige)*results.resid'*results.resid
% The (robust)LM tests developed by Elhorst
LMsarsem_panel(results,W,y,[xconstant x]); % (Robust) LM tests
2、空间固定OLS （spatial-fixed effects） T=30; N=46;
W=normw(W1); y=A(:,3); x=A(:,[4,6]);
xconstant=ones(N*T,1); [nobs K]=size(x); model=1;
[ywith,xwith,meanny,meannx,meanty,meantx]=demean(y,x,N,T,model);
results=ols(ywith,xwith);
vnames=strvcat('logcit','logp','logy'); % should be changed if x is changed
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prt_reg(results,vnames);
sfe=meanny-meannx*results.beta; % including the constant term yme = y - mean(y); et=ones(T,1);
error=y-kron(et,sfe)-x*results.beta; rsqr1 = error'*error; rsqr2 = yme'*yme;
FE_rsqr2 = 1.0 - rsqr1/rsqr2 % r-squared including fixed effects sige=results.sige*((nobs-K)/nobs);
logliksfe=-nobs/2*log(2*pi*sige)-1/(2*sige)*results.resid'*results.resid
LMsarsem_panel(results,W,ywith,xwith); % (Robust) LM tests
3、时期固定OLS（time-period fixed effects） T=30; N=46;
W=normw(W1); y=A(:,3); x=A(:,[4,6]);
xconstant=ones(N*T,1); [nobs K]=size(x); model=2;
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[ywith,xwith,meanny,meannx,meanty,meantx]=demean(y,x,N,T,model);
results=ols(ywith,xwith);
vnames=strvcat('logcit','logp','logy'); % should be changed if x is changed
prt_reg(results,vnames);
tfe=meanty-meantx*results.beta; % including the constant term yme = y - mean(y); en=ones(N,1);
error=y-kron(tfe,en)-x*results.beta; rsqr1 = error'*error; rsqr2 = yme'*yme;
FE_rsqr2 = 1.0 - rsqr1/rsqr2 % r-squared including fixed effects sige=results.sige*((nobs-K)/nobs);
logliktfe=-nobs/2*log(2*pi*sige)-1/(2*sige)*results.resid'*results.resid
LMsarsem_panel(results,W,ywith,xwith); % (Robust) LM tests
4、空间与时间双固定模型 T=30; N=46;
W=normw(W1);
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y=A(:,3); x=A(:,[4,6]);
xconstant=ones(N*T,1); [nobs K]=size(x); model=3;
[ywith,xwith,meanny,meannx,meanty,meantx]=demean(y,x,N,T,model);
results=ols(ywith,xwith);
vnames=strvcat('logcit','logp','logy'); % should be changed if x is changed
prt_reg(results,vnames) en=ones(N,1); et=ones(T,1);
intercept=mean(y)-mean(x)*results.beta;
sfe=meanny-meannx*results.beta-kron(en,intercept); tfe=meanty-meantx*results.beta-kron(et,intercept); yme = y - mean(y); ent=ones(N*T,1);
error=y-kron(tfe,en)-kron(et,sfe)-x*results.beta-kron(ent,intercept); rsqr1 = error'*error; rsqr2 = yme'*yme;
FE_rsqr2 = 1.0 - rsqr1/rsqr2 % r-squared including fixed effects
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