spml(splm) spml()所属R语言包:splm Spatial Panel Model by Maximum Likelihood 空间面板模型的最大似然法(Maximum Likelihood) 译者:生物统计家园网 机器人LoveR 描述----------Description---------- Maximum likelihood (ML) estimation of spatial panel models, possibly with fixed or random effects. 的空间面板模型的最大似然(ML)估计,可能有固定或随机效应。 用法----------Usage---------- spml(formula, data, index = NULL, listw, listw2=listw, model=c("within","random","pooling"), effect=c("individual","time","twoways"), lag=FALSE, spatial.error=c("b","kkp","none"), ...) 参数----------Arguments---------- 参数:formula a symbolic description of the model to be estimated 以进行估计的模型的符号描述 参数:data an object of class data.frame or pdata.frame. A data frame containing the variables in the model. When the object is a data.frame, the first two columns shall contain the indexes, unless otherwise specified. See index 对象的类data.frame或pdata.frame。一个数据框包含在模型中的变量。当对象是一个data.frame,前两列应包含索引,除非另有规定。见index 参数:index if not NULL (default), a character vector to identify the indexes among the columns of the data.frame 如果不为NULL(默认值),字符向量确定的指标,各列之间的data.frame 参数:listw an object of class listw or a matrix. It represents the spatial weights to be used in estimation. 一个对象的类listw或matrix。它表示将用于估计的空间权重。 参数:listw2 an object of class listw or a matrix. Second of set spatial weights for estimation, if different from the first (e.g., in a 'sarar' model). 一个对象的类listw或matrix。二,设定空间权重估计,如果不同(例如,在“萨拉尔”模型)。 参数:model one of c("within", "random", "pooling"). 1c("within", "random", "pooling"). 参数:effect one of c("individual","time","twoways"); the effects introduced in the model. 1 c("individual","time","twoways");在模型中引入的影响。 参数:lag default=FALSE. If TRUE, a spatial lag of the dependent variable is added. 默认值=FALSE。如果TRUE,空间滞后因变量。 参数:spatial.error one of c("b","kkp","none"). The type of spatial error in the specification, if any. See details. 一个c("b","kkp","none")。的类型,在本说明书中的空间上的错误,如果有的话。查看详细信息。 参数:... additional argument to pass over to other functions 额外的参数传递到其他功能 Details 详细信息----------Details---------- The models are estimated by two-step Maximum Likelihood. Further optional parameters to be passed on to the estimator may be: pvar: if TRUE the pvar function is called hess: if TRUE use numerical Hessian instead of GLS for the standard errors of the estimates quiet: if FALSE report function and parameters values during optimization initval: one of c("zeros", "estimate"), the initial values for the parameters. If "zeros" a vector of zeros is used. if "estimate" the initial values are retreived from the estimation of the nested specifications. Alternatively, a numeric vector can be specified. x.tol: Tolerance. See nlminb for details. rel.tol: Relative tolerance. See nlminb for details. 该模型是由两个步骤的最大似然估计。进一步通过可选参数的估计可能是:PVAR:如果TRUEpvar函数被调用赫斯:如果TRUE使用数字黑森州,而不是GLS的标准误差估计安静的:如果FALSE报告功能和参数值在优化过程中initval的:c("zeros", "estimate"),参数的初始值。如果"zeros"一个零向量使用。如果"estimate"的初始值retreived从嵌套规格估计。或者,一个数值向量可以被指定。 x.tol:宽容。见nlminb的详细信息。 rel.tol:相对宽容。见nlminb的详细信息。 值----------Value---------- An object of class "splm". 对象的类"splm"。 参数:coefficients coefficients estimate of the model parameters 系数估计的模型参数 参数:arcoef the coefficient for the spatial lag on y 系数空间滞后y, 参数:errcomp the estimates of the error variance components 方差分量估计的错误 参数:vcov the asymptotic variance covariance matrix of the estimated coefficients 的渐近方差协方差矩阵的估计系数 参数:vcov.arcoef the asymptotic variance of the estimated spatial lag parameter 的渐近方差的估计空间滞后参数 参数:vcov.errcomp the asymptotic variance covariance matrix of the estimated error covariance parameters 的渐近方差协方差矩阵的估计误差协方差参数 参数:type 'random effects ML' “随机效应ML” 参数:residuals the model residuals 模型残差 参数:fitted.values the fitted values, calculated as \hat{y}=X \hat{β} 拟合值,计算\hat{y}=X \hat{β} 参数:sigma2 GLS residuals variance GLS残差方差 参数:model the matrix of the data used 所使用的数据的矩阵 参数:call the call used to create the object 用于创建对象的调用 参数:logLik the value of the log likelihood function at the optimum 在最适宜的对数似然函数的值 参数:errors the value of the errors argument errors参数的值 (作者)----------Author(s)---------- Giovanni Millo 参考文献----------References---------- Testing panel data regression models with spatial and serial error correlation. Journal of Econometrics, 140, 5-51. splm: Spatial Panel Data Models in R. Journal of Statistical Software, 47(1), 1–38. URL http://www./v47/i01/. 参见----------See Also---------- spgm spgm 实例----------Examples---------- data(Produc, package = "Ecdat") data(usaww) fm <- log(gsp) ~ log(pcap) + log(pc) + log(emp) + unemp ## the two standard specifications (SEM and SAR) one with FE[#两个标准规格(扫描电镜(SEM)和SAR)与FE] ## and the other with RE:[#和其他与RE:] ## fixed effects panel with spatial errors[#固定效应面板与空间误差] fespaterr <- spml(fm, data = Produc, listw = mat2listw(usaww), model="within", spatial.error="b") summary(fespaterr) ## random effects panel with spatial lag[#随机效应面板与空间滞后] respatlag <- spml(fm, data = Produc, listw = mat2listw(usaww), model="random", spatial.error="none", lag=TRUE) summary(respatlag) 转载请注明:出自 生物统计家园网(http://www.)。 注: 注1:为了方便大家学习,本文档为生物统计家园网机器人LoveR翻译而成,仅供个人R语言学习参考使用,生物统计家园保留版权。 注2:由于是机器人自动翻译,难免有不准确之处,使用时仔细对照中、英文内容进行反复理解,可以帮助R语言的学习。 注3:如遇到不准确之处,请在本贴的后面进行回帖,我们会逐渐进行修订。 |
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