题主及各位同仁,我今天碰到同样的问题,一样的提示错。我已经觉得,特来共享。
1.这是软件问题,不是数据问题。
2.具体出问题原因不清楚,但知道和格式有关系,似乎和回车有关系。
解决办法:
回到demo文件,从新复制出来到txt文本里面修改,然后再帖进去,不要用word。
下面是我成功解决的代码:
T=11;
N=67;
W=normw(W);
y=inc(:,1);
x=inc(:,[2:7]);
xconstant=ones(N*T,1);
[nobs K]=size(x);
%最小二乘法
results=ols(y,[xconstant x]);
vnames=char('y','intercept','x1','x2','x3','x4','x5','x6','x7');
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;
%空间依赖性的LM检验
LMsarsem_panel(results,W,y,[xconstant x]);
lm1=lmlag_panel(y,[xconstant x],W);
prt_tests(lm1);
lm2=lmerror_panel(y,[xconstant x],W);
prt_tests(lm2);
lm3=lmlag_robust_panel(y,[xconstant x],W);
prt_tests(lm3);
lm4=lmerror_robust_panel(y,[xconstant x],W);
prt_tests(lm4);
%空间固定效应的LM检验
model=1;
[ywith,xwith,meanny,meannx,meanty,meantx]=demean(y,x,N,T,model);
results=ols(ywith,xwith);
vnames=strvcat('y', 'x1','x2','x3','x4','x5','x6','x7');
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
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
lm1=lmlag_panel(ywith,xwith,W);
prt_tests(lm1);
lm2=lmerror_panel(ywith,xwith,W);
prt_tests(lm2);
lm3=lmlag_robust_panel(ywith,xwith,W);
prt_tests(lm3);
lm4=lmerror_robust_panel(ywith,xwith,W);
prt_tests(lm4);
%----------------------------------------------------------------
%时间固定的LM检验
model=2;
[ywith,xwith,meanny,meannx,meanty,meantx]=demean(y,x,N,T,model);
results=ols(ywith,xwith);
vnames=strvcat('y', 'x1','x2','x3','x4','x5','x6','x7'); % 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
lm1=lmlag_panel(ywith,xwith,W);
prt_tests(lm1);
lm2=lmerror_panel(ywith,xwith,W);
prt_tests(lm2);
lm3=lmlag_robust_panel(ywith,xwith,W);
prt_tests(lm3);
lm4=lmerror_robust_panel(ywith,xwith,W);
prt_tests(lm4);
%时空双固定的LM检验
model=3;
[ywith,xwith,meanny,meannx,meanty,meantx]=demean(y,x,N,T,model);
results=ols(ywith,xwith);
vnames=strvcat('y', 'x1','x2','x3','x4','x5','x6','x7'); % should be changed if x is changed
prt_reg(results,vnames);
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
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
lm1=lmlag_panel(ywith,xwith,W);
prt_tests(lm1);
lm2=lmerror_panel(ywith,xwith,W);
prt_tests(lm2);
lm3=lmlag_robust_panel(ywith,xwith,W);
prt_tests(lm3);
lm4=lmerror_robust_panel(ywith,xwith,W);
prt_tests(lm4);
% -----------------------------------------
%固定效应的LR显著性检验
LR=-2*(logliktfe-loglikstfe);
dof=N;
probability=1-chis_prb(LR,dof);
% Note: probability > 0.05 implies rejection of spatial fixed effects
fprintf(1,'LR-test joint significance spatial fixed effects, degrees of freedom and probability = %9.4f,%6d,%9.4f \n',LR,dof,probability);
LR=-2*(logliksfe-loglikstfe);
dof=T;
probability=1-chis_prb(LR,dof);
% Note: probability > 0.05 implies rejection of spatial fixed effects
fprintf(1,'LR-test joint significance time-periode fixed effects, degrees of freedom and probability = %9.4f,%6d,%9.4f \n',LR,dof,probability);