空间计量软件代码资源集锦(Matlab/R/Python/SAS/Stata)

1)Matalb 代码资源:
Elhorst J.P.: 

https://spatial-panels.com/software/
James P. LeSage:

https://www.spatial-econometrics.com/ 
Donald J. Lacombe:

http://myweb.ttu.edu/dolacomb/matlab.html

2)R代码资源:
CRAN Task View:

https://cran.r-project.org/web/views/Spatial.html

3)Python代码资源:
PySAL: 

https://pysal.readthedocs.io/en/latest/users/tutorials/index.html

4)Stata代码资源: 具体操作详见计量经济圈里的《空间计量的46页Notes, 区经相关学者可参阅》:

 

创建空间权重矩阵

l  spmat --Create and manage spatial-weighting matrix objects  [Author: Drukker et.al,2013]

 

l  spatwmat---Spatial weights matrices for spatial data analysis  [Author: Pisati ,2012]

 

l  spwmatrix--- Generates, imports, and exports spatial weights  [Author: Jeanty, updated 2014.03.15]

 

l  spwmatfill ---Assigns first nearest neighbors to observations with no contiguous neighbors.   [Author: Jeanty, 2010]

 

l  spweight --- Module to compute Cross-Section and Panel SpatialWeight Matrix  [Author: Shehata, 2013]

 

l  spweightxt-- Module to compute Cross-Section and Panel Spatial Weight Matrix  [Author: Shehata,2013]

 

l  spweightcs ---Module to computeCross Section Spatial Weight Matrix  [Author: Shehata, 2013]

 

l  spcs2xt---Module to Convert Cross Section to Panel Spatial Weight Matrix  [Author: Shehata, 2012]

 

l  shp2dta ---Module to converts shape boundary files to Stata datasets  [Author: Crow, 2013]

 

空间自相关检验

l  spautoc --Stata modules to calculate spatial autocorrelation  [Author: Nicholas Cox et.al,2006]

 

l  spatgsa --Measures of global spatial autocorrelation [Author: Maurizio Pisati, 2001]

 

l  spatlsa --Measures of local spatial autocorrelation [Author: Maurizio Pisati, 2001]

 

l  spatcorr --Stata modules to compute and plot spatial autocorrelation  [Author: Maurizio Pisati, 2001]

 

l  spatdiag --Diagnostic tests for spatial dependence in OLS regression  [Author: Maurizio Pisati, 2001]

 

l  anketest--Moduleto perform diagnostic tests for spatial autocorrelation in the residuals ofOLS, SAR, IV, and IV-SAR models

 

l  splagvar-Moduleto generate spatially lagged variables, construct the Moran Scatter plot, andcalculate Moran's I statistics

 

空间截面回归

l  spatreg- Moduleto estimate the spatial lag and the spatial error regression models by maximumlikelihood.

 

l  spmlreg--Moduleto estimate the spatial lag, the spatial error, the spatial durbin, and thegeneral spatial models by maximum likelihood

 

l  spautoreg--Moduleto estimate Spatial Cross Sections Regression (Lag-Error-Durbin-SAC-SPGKS-SPGSAR-GS2SLS-GS3SLS-SPML-SPGS-SPIVREG-IVTobit)

 

l  sppack--Modulefor cross-section spatial-autoregressive models

 

l  gs2sls-Moduleto estimate Generalized Spatial Two Stage Least Squares Cross Sections Regression

 

l  gs2slsar--Module to estimate GeneralizedSpatial Autoregressive Two Stage Least Squares Cross Sections Regression

 

l  gs3sls--Moduleto estimate Generalized Spatial Three Stage Least Squares Cross SectionsRegression (3SLS)

 

l  gs3slsar--Module to estimate GeneralizedSpatial Autoregressive Three Stage Least Squares (3SLS) Cross SectionsRegression

 

l  spgmm--Moduleto estimate Spatial Autoregressive Generalized Method of Moments Cross SectionsRegression

 

l  spregsac--Module to estimate Maximum Likelihood Estimation AutoCorrelation (SAC) CrossSection Regression

 

l  spregsar--Moduleto estimate Maximum Likelihood Estimation Spatial Lag Cross Sections Regression

 

l  spregsdm--Moduleto Estimate Maximum Likelihood Estimation Spatial Durbin Cross SectionsRegression

 

l  spregsem--Module to Estimate Maximum LikelihoodEstimation Spatial Error Cross Sections Regression

 

l  spmstard--Moduleto Eestimate Multiparametric Spatio Temporal AutoRegressive Regression SpatialDurbin Cross Sections Models

 

l  spmstar--Moduleto Estimate (m-STAR) Spatial Multiparametric Spatio Temporal AutoRegressiveRegression Models

 

l  spmstardh--Moduleto Estimate (m-STAR) Spatial Multiparametric Spatio Temporal AutoRegressiveRegression: Spatial Durbin Multiplicative 

Heteroscedasticity Cross SectionsModels

 

l  spmstarh--Moduleto Estimate (m-STAR) Spatial Multiparametric Spatio Temporal AutoRegressiveRegression: Spatial Lag Multiplicative Heteroscedasticity Cross Sections Models

 

l  sptobitmstar--Moduleto Estimate Tobit (m-STAR) Spatial Multiparametric Spatio TemporalAutoRegressive Regression: Spatial Lag Cross Sections Models

 

l  sptobitmstard--Moduleto Estimate Tobit (m-STAR) Spatial Multiparametric Spatio TemporalAutoRegressive Regression: Spatial Durbin Cross Sections Models

 

l  sptobitmstardh--Moduleto Estimate Tobit (m-STAR) Spatial Multiparametric Spatio TemporalAutoRegressive Regression: Spatial Durbin Multiplicative HeteroscedasticityCross Sections Models

 

l  sptobitmstarh--Moduleto Estimate Tobit (m-STAR) Spatial Multiparametric Spatio TemporalAutoRegressive Regression: Spatial Lag Multiplicative Heteroscedasticity CrossSections Models

 

l  sptobitsar--Moduleto Estimate Tobit MLE Spatial Lag Cross Sections Regression

 

l  sptobitsem--Moduleto Estimate Tobit MLE Spatial Error Cross Sections Regression

 

l  sptobitsdm--Moduleto Estimate Tobit MLE Spatial Durbin Cross Sections Regression

 

l  sptobitsac--Moduleto Estimate Tobit MLE Spatial Autocorrelation Cross Sections Regression

 

空间面板回归

l  xsmle --Stata modules to calculate spatial Panel Regression  [Author: Belotti et.al, 2014]

 

l  spglsxt--Moduleto estimate Spatial Panel Autoregressive Generalized Least Squares Regression

 

l  spregsdmxt:Maximum Likelihood Estimation Spatial Durbin Panel Regression [Author: Shehataet.al, 2014]

 

l  gs2slsarxt--Moduleto estimate Generalized Spatial Panel Autoregressive Two Stage Least SquaresRegression

 

l  gs2slsxt--Moduleto estimate Generalized Spatial Panel Autoregressive Two-Stage Least SquaresRegression

 

l  spgmmxt--Moduleto estimate Spatial Panel Autoregressive Generalized Method of MomentsRegression

 

l  spmstardhxt--Moduleto estimate (m-STAR) Spatial Multiparametric Spatio Temporal AutoRegressiveRegression: Spatial Durbin Multiplicative Heteroscedasticity Panel Models

 

l  spmstardxt--Moduleto Estimate (m-STAR) Spatial Multiparametric Spatio Temporal AutoRegressiveRegression: Spatial Durbin Panel Models

 

l  spmstarhxt--Moduleto Estimate (m-STAR) Spatial Multiparametric Spatio Temporal AutoRegressiveRegression: Spatial Lag Multiplicative Heteroscedasticity Panel Models

 

l  spmstarxt--Moduleto Estimate (m-STAR) Spatial Panel Multiparametric Spatio TemporalAutoRegressive Regression Models

 

l  spregdhp--Module to estimate Spatial PanelHan-Philips Linear Dynamic Regression: Lag & Durbin Models

 

l  spregdpd--Module to estimate Spatial PanelArellano-Bond Linear Dynamic Regression: Lag & Durbin Models

 

l  spregfext--Module to compute Spatial Panel FixedEffects Regression: Lag and Durbin Models

 

l  spreghetxt--Module to Estimate Spatial PanelRandom-Effects Multiplicative Heteroscedasticity Regression: Lag and DurbinModels

 

l  spregrext--Module to compute Spatial PanelRandom Effects Regression: Lag and Durbin Models

 

l  spregsacxt--Module to Estimate Maximum LikelihoodEstimation Spatial AutoCorrelation (SAC) Panel Regression

 

l  spregsarxt--Module to Estimate Maximum LikelihoodEstimation Spatial Lag Panel Regression

 

l  spregsdmxt--Module to Estimate Maximum LikelihoodEstimation Spatial Panel Durbin Regression

 

l  spregsemxt--Module to Estimate Maximum LikelihoodEstimation Spatial Error Panel Regression

 

l  Spregxt—New Stata Module Econometric Toolkitto Estimate Spatial Panel Regression Models

 

l  spxttobit--Moduleto estimate Tobit Spatial Panel Autoregressive 

 

广义最小二乘法GLS回归

l  sptobitmstardhxt--Moduleto Estimate Tobit (m-STAR) Spatial Multiparametric Spatio TemporalAutoRegressive Regression: Spatial Durbin Multiplicative HeteroscedasticityPanel Models

 

l sptobitmstardxt--Moduleto estimate Tobit (m-STAR) Spatial Multiparametric Spatio TemporalAutoRegressive Regression: Spatial Durbin Panel Models

 

l sptobitmstarhxt--Moduleto estimate Tobit (m-STAR) Spatial Multiparametric Spatio TemporalAutoRegressive Regression: Spatial Lag Multiplicative Heteroscedasticity PanelModels

 

l sptobitmstarxt--Moduleto estimate Tobit (m-STAR) Spatial Multiparametric Spatio TemporalAutoRegressive Regression: Spatial Lag Panel Models

 

l sptobitsemxt--Moduleto estimate Tobit MLE Spatial Error Panel Regression

 

l sptobitsacxt--Moduleto estimate Tobit MLE Spatial AutoCorrelation (SAC) Panel Regression

 

l sptobitsarxt-- Module to estimate Tobit MLE Spatial Lag Panel Regression

 

l sptobitsdmxt--Moduleto estimate Tobit MLE Spatial Panel Durbin Regression

 

其他程序

l china_spatdwm--Moduleto provide spatial distance matrices for Chinese provinces and cities

 

l usswm--Moduleto provide US state and county spatial weight (contiguity) matrices

 

l  spmap--Moduleto visualize spatial data

 

l  spseudor2--Module to calculate goodness-of-fit measures in spatial autoregressive models

 

l  spagg--Moduleto create aggregate source or target contagion spatial effect variable fordirected dyadic data

 

l  spspc--Module to create specific source or target contagion spatial effect variablefor directed dyadic data

 

l  spdir--Moduleto create directed dyad contagion spatial effect variable

 

l  spundir--Moduleto create directed dyad contagion spatial effect variable

 

l  spmon--Moduleto create spatial effect variable for monadic data

 

l  spgrid--Moduleto generate two-dimensional grids for spatial data analysis

 

l  spkde -Moduleto perform kernel estimation of density and intensity functions fortwo-dimensional spatial point patterns

 

5)SAS代码资源:

The SPATIALREGProcedure:

https://support.sas.com/rnd/app/ ... ets_spatialreg.html

6) 相关论坛

Github: https://github.com/

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