sige=results.sige*((nobs-K)/nobs);
loglikstfe=-nobs/2*log(2*pi*sige)-1/(2*sige)*results.resid'*results.resid
LMsarsem_panel(results,W,ywith,xwith); % (Robust) LM tests
二、静态面板SAR模型
1、无固定效应（No fixed effects）
T=30; N=46; W=normw(W1); y=A(:,[3]); x=A(:,[4,6]); for t=1:T
t1=(t-1)*N+1;t2=t*N; wx(t1:t2,:)=W*x(t1:t2,:); end
xconstant=ones(N*T,1); [nobs K]=size(x); info.lflag=0; info.model=0; info.fe=0;
results=sar_panel_FE(y,[xconstant x],W,T,info); vnames=strvcat('logcit','intercept','logp','logy'); prt_spnew(results,vnames,1)
% Print out effects estimates spat_model=0;
direct_indirect_effects_estimates(results,W,spat_model); panel_effects_sar(results,vnames,W);
2、空间固定效应（Spatial fixed effects）
T=30; N=46; W=normw(W1); y=A(:,[3]); x=A(:,[4,6]); for t=1:T
11
t1=(t-1)*N+1;t2=t*N; wx(t1:t2,:)=W*x(t1:t2,:); end
xconstant=ones(N*T,1); [nobs K]=size(x); info.lflag=0; info.model=1; info.fe=0;
results=sar_panel_FE(y,x,W,T,info); vnames=strvcat('logcit','logp','logy'); prt_spnew(results,vnames,1)
% Print out effects estimates spat_model=0;
direct_indirect_effects_estimates(results,W,spat_model); panel_effects_sar(results,vnames,W);
3、时点固定效应（Time period fixed effects）
T=30; N=46; W=normw(W1); y=A(:,[3]); x=A(:,[4,6]); for t=1:T
t1=(t-1)*N+1;t2=t*N; wx(t1:t2,:)=W*x(t1:t2,:); end
xconstant=ones(N*T,1); [nobs K]=size(x);
info.lflag=0; % required for exact results info.model=2;
info.fe=0; % Do not print intercept and fixed effects; use info.fe=1 to turn on
results=sar_panel_FE(y,x,W,T,info); vnames=strvcat('logcit','logp','logy'); prt_spnew(results,vnames,1)
% Print out effects estimates spat_model=0;
direct_indirect_effects_estimates(results,W,spat_model); panel_effects_sar(results,vnames,W);
4、双固定效应（Spatial and time period fixed effects）
T=30;
12
N=46; W=normw(W1); y=A(:,[3]); x=A(:,[4,6]); for t=1:T
t1=(t-1)*N+1;t2=t*N; wx(t1:t2,:)=W*x(t1:t2,:); end
xconstant=ones(N*T,1); [nobs K]=size(x);
info.lflag=0; % required for exact results info.model=3;
info.fe=0; % Do not print intercept and fixed effects; use info.fe=1 to turn on
results=sar_panel_FE(y,x,W,T,info); vnames=strvcat('logcit','logp','logy'); prt_spnew(results,vnames,1) % Print out effects estimates spat_model=0;
direct_indirect_effects_estimates(results,W,spat_model); panel_effects_sar(results,vnames,W);
三、静态面板SDM模型
1、无固定效应（No fixed effects）
T=30; N=46; W=normw(W1); y=A(:,[3]); x=A(:,[4,6]); for t=1:T
t1=(t-1)*N+1;t2=t*N; wx(t1:t2,:)=W*x(t1:t2,:); end
xconstant=ones(N*T,1); [nobs K]=size(x); info.lflag=0; info.model=0; info.fe=0;
results=sar_panel_FE(y,[xconstant x wx],W,T,info);
vnames=strvcat('logcit','intercept','logp','logy','W*logp','W*logy'); prt_spnew(results,vnames,1)
13
% Print out effects estimates spat_model=1;
direct_indirect_effects_estimates(results,W,spat_model); panel_effects_sdm(results,vnames,W);
2、空间固定效应（Spatial fixed effects）
T=30; N=46; W=normw(W1); y=A(:,[3]); x=A(:,[4,6]); for t=1:T
t1=(t-1)*N+1;t2=t*N; wx(t1:t2,:)=W*x(t1:t2,:); end
xconstant=ones(N*T,1); [nobs K]=size(x);
info.lflag=0; % required for exact results info.model=1;
info.fe=0; % Do not print intercept and fixed effects; use info.fe=1 to turn on
results=sar_panel_FE(y,[x wx],W,T,info);
vnames=strvcat('logcit','logp','logy','W*logp','W*logy'); prt_spnew(results,vnames,1) % Print out effects estimates spat_model=1;
direct_indirect_effects_estimates(results,W,spat_model); panel_effects_sdm(results,vnames,W);
3、时点固定效应（Time period fixed effects）
T=30; N=46; W=normw(W1); y=A(:,[3]); x=A(:,[4,6]); for t=1:T
t1=(t-1)*N+1;t2=t*N; wx(t1:t2,:)=W*x(t1:t2,:); end
xconstant=ones(N*T,1); [nobs K]=size(x);
info.lflag=0; % required for exact results info.model=2;
info.fe=0; % Do not print intercept and fixed effects; use info.fe=1 to
14
turn on
% New routines to calculate effects estimates results=sar_panel_FE(y,[x wx],W,T,info);
vnames=strvcat('logcit','logp','logy','W*logp','W*logy'); % Print out coefficient estimates prt_spnew(results,vnames,1) % Print out effects estimates spat_model=1;
direct_indirect_effects_estimates(results,W,spat_model); panel_effects_sdm(results,vnames,W)
4、双固定效应（Spatial and time period fixed effects）
T=30; N=46; W=normw(W1); y=A(:,[3]); x=A(:,[4,6]); for t=1:T
t1=(t-1)*N+1;t2=t*N; wx(t1:t2,:)=W*x(t1:t2,:); end
xconstant=ones(N*T,1); [nobs K]=size(x); info.bc=0;
info.lflag=0; % required for exact results info.model=3;
info.fe=0; % Do not print intercept and fixed effects; use info.fe=1 to turn on
results=sar_panel_FE(y,[x wx],W,T,info);
vnames=strvcat('logcit','logp','logy','W*logp','W*logy'); prt_spnew(results,vnames,1) % Print out effects estimates spat_model=1;
direct_indirect_effects_estimates(results,W,spat_model); panel_effects_sdm(results,vnames,W)
wald test spatial lag
% Wald test for spatial Durbin model against spatial lag model btemp=results.parm; varcov=results.cov; Rafg=zeros(K,2*K+2); for k=1:K
15