原标题：空间面板门槛模型操作及应用

一、空间面板门槛模型简介

二、空间面板门槛操作应用

来源：https://spatial-panels.com/software/

空间面板门槛模型的Matlab操作

一、前言

下载sarregime_panel、f_sar2_panel、f2_sar2_panel、prt-spreg和demo-file来估计具有两种状态(两种不同系数的空间滞后)和具有空间和/或时间段固定效应的空间面板数据模型(N个区域*T个时间段)。

参考文献： Elhorst J.P., Fréret S. (2009) Evidence of political yardstick competition in France using a two-regime spatial Durbin model with fixed effects. Journal of Regional Science 49: 931-951.

ABSTRACT：This research proposes a two-regime spatial Durbin model with spatial and time-period fixed effects to test for political yardstick competition and exclude any other explanation that might produce spatial interaction effects among the dependent variable, the independent variables, or the error term. The study also derives the maximum likelihood estimator and variance–covariance matrix of the parameters of this model. Data pertaining to welfare spending by 93 departments in France during 1992–2000 provide significant empirical evidence in support of political yardstick competition. Departments governed by a small political majority mimic neighboring expenditures on welfare to a greater extent than do departments governed by a large political majority.

二、空间门槛模型代码

% Read data

A=xlsread('X:freretData1.xls');

W=wk1read('X:freretweight.wk1');

% Row-normalize W

W=normw(W);

% Model parameters and y and x variables

N=93;

T=9;

nobs=N*T;

K=14;

y=A(:,17); % column number in the data matrix that corresponds to the dependent variable

dum=A(:,36); % column number in the data matrix that corresponds to the regime indicator

xh=A(:,[5,6,12,10,7,9,8]);% column numbers in the data matrix that correspond to the independent variables, no constant because it will be eliminated

% Create wx variables

for t=1:T

t1=1+(t-1)*N;t2=t*N;

wx(t1:t2,:)= W*xh(t1:t2,:);

end

x=[dum xh wx];

info.model=3;

results = sarregime_panel(y,x,dum,W,T,info);

vnames=strvcat('Socspend','dum','density','income','taxbase','unemployment','DGD','DGF','other grants','W*density','W*income','W*taxbase','W*unemployment','W*DGD','W*DGF','W*other grants');

prt_spreg(results,vnames,1);

高铁对县域经济增长溢出效应的影响研究_以福建省为例，地理科学

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