R语言空间面板数据统计分析

install.packages(“splm”)
library(splm)
library(spdep)
library(sp)
library(Matrix)
library(sf)
library(spData)
install.packages(“Ecdat”)
data(Produc,package = “Ecdat”)
library(Ecdat)
library(Ecfun)
View(Produc)
data(usaww)
View(usaww)
GM=spgm(log(gsp)~log(pcap)+log(pc)+log(emp)+unemp,data=Produc,listw = usaww,moments = “fullweights”,spatial.error = TRUE) #空间面板数据的广义矩估计
summary(GM)
fm=log(gsp)~log(pcap)+log(pc)+log(emp)+unemp#空间面板极大似然估计
#fixed effects panel with spatial errors
Fespaterr=spml(fm,data=Produc,listw=mat2listw(usaww),model=“within”,spatial.error=“b”,hess=FALSE)
summary(Fespaterr)
#伴有随机效应和序列误差相关的空间面板模型的极大似然估计，命令speml
#random effects panel with spatial lag and serial error correlation
#optimization method set to “BFGS”
Sarsrmod<-spreml(fm,data=Produc,w=usaww,error=“sr”,lag=TRUE,method=“BFGS”)
summary(Sarsrmod)
#模型检验
bsjktest，Baltigi,Song,Jung,and Koh LM test for spatial panels
#伴有随机效应和序列误差相关的空间面板模型的极大似然估计，命令speml
#random effects panel with spatial lag and serial error correlation
#optimization method set to “BFGS”
Sarsrmod<-spreml(fm,data=Froduc,w=usaww,error=“sr”,lag=TRUE,method=“BFGS”)
summary(Sarsrmod)
#模型检验
#bsjktest，Baltigi,Song,Jung,and Koh LM test for spatial panels
bsjktest(fm,data=Produc,listw=usaww,test=“C.1”)
#bsktest，Baltigi,Song and Koh LM test for spatial panels
bsktest(fm,data=Produc,listw=mat2listw(usaww),test=“LM1”,standardize = TRUE)
#Covariance extractor method for splm objects
sarremod=spml(fm,data=Produc,listw=mat2listw(usaww),model = “random”,lag = TRUE,spatial.error = “none”)
library(lmtest)
library(zoo)
coeftest(sarremod)
install.packages(“car”)
library(carData)
library(car)
lht(sarremod,“log(pcap)=log(pc)”)