wald检验matlab,求助：matlab的空间杜宾模型的wald test检验的代码和程序

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

Rafg(k,K+k)=1; % R(1,3)=0 and R(2,4)=0;

end

Wald_spatial_lag=(Rafg*btemp)'*inv(Rafg*varcov*Rafg')*Rafg*btemp

prob_spatial_lag=1-chis_cdf (Wald_spatial_lag, K)

wald test spatial error

% Wald test spatial Durbin model against spatial error model

R=zeros(K,1);

for k=1:K

R(k)=btemp(2*K+1)*btemp(k)+btemp(K+k); % k changed in 1, 7/12/2010

%   R(1)=btemp(5)*btemp(1)+btemp(3);

%   R(2)=btemp(5)*btemp(2)+btemp(4);

end

Rafg=zeros(K,2*K+2);

for k=1:K

Rafg(k,k)    =btemp(2*K+1); % k changed in 1, 7/12/2010

Rafg(k,K+k)  =1;

Rafg(k,2*K+1)=btemp(k);

%   Rafg(1,1)=btemp(5);Rafg(1,3)=1;Rafg(1,5)=btemp(1);

%   Rafg(2,2)=btemp(5);Rafg(2,4)=1;Rafg(2,5)=btemp(2);

end

Wald_spatial_error=R'*inv(Rafg*varcov*Rafg')*R

prob_spatial_error=1-chis_cdf (Wald_spatial_error,K)