T=15;
>> N=285;
>> W=normw(W1);
>> y=A(:,[3]);
>> x=A(:,[4]);
>> xconstant=ones(N*T,1);
>> [nobs K]=size(x);
>> results=ols(y,[xconstant x]);
>> vnames=strvcat('logcit','intercept','yit-1');
>> prt_reg(results,vnames,1);
Ordinary Least-squares Estimates
Dependent Variable = logcit
R-squared = 0.0106
Rbar-squared = 0.0104
sigma^2 = 0.0064
Durbin-Watson = 1.0545
Nobs, Nvars = 4275, 2
***************************************************************
Variable Coefficient t-statistic t-probability
intercept 0.035676 2.680379 0.007382
yit-1 0.009552 6.767010 0.000000
>> sige=results.sige*((nobs-K)/nobs);
>> loglikols=-nobs/2*log(2*pi*sige)- ...
1/(2*sige)*results.resid'*results.resid ...
LMsarsem_panel(results,W,y,[xconstant x]);
LMsarsem_panel(results,W,y,[xconstant x]);
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