 spml()所屬R語言包：splm Spatial Panel Model by Maximum Likelihood 空間面板模型的最大似然法（Maximum Likelihood） 譯者：生物統(tǒng)計家園網(wǎng) 機器人LoveR 描述----------Description---------- Maximum likelihood (ML) estimation of spatial panel models, possibly with fixed or random effects. 的空間面板模型的最大似然（ML）估計，可能有固定或隨機效應(yīng)。 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"), ...) 參數(shù)----------Arguments---------- 參數(shù)：formula a symbolic description of the model to be estimated 以進行估計的模型的符號描述 參數(shù)：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 對象的類data.frame或pdata.frame。一個數(shù)據(jù)框包含在模型中的變量。當(dāng)對象是一個data.frame，前兩列應(yīng)包含索引，除非另有規(guī)定。見index 參數(shù)：index if not NULL (default), a character vector to identify the indexes among the columns of the data.frame 如果不為NULL（默認值），字符向量確定的指標(biāo)，各列之間的data.frame 參數(shù)：listw an object of class listw or a matrix. It represents the spatial weights to be used in estimation. 一個對象的類listw或matrix。它表示將用于估計的空間權(quán)重。 參數(shù)：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). 一個對象的類listw或matrix。二，設(shè)定空間權(quán)重估計，如果不同（例如，在“薩拉爾”模型）。 參數(shù)：model one of c("within", "random", "pooling"). 1c("within", "random", "pooling"). 參數(shù)：effect one of c("individual","time","twoways"); the effects introduced in the model. 1 c("individual","time","twoways");在模型中引入的影響。 參數(shù)：lag default=FALSE. If TRUE, a spatial lag of the dependent variable is added. 默認值=FALSE。如果TRUE，空間滯后因變量。 參數(shù)：spatial.error one of c("b","kkp","none"). The type of spatial error in the specification, if any. See details. 一個c("b","kkp","none")。的類型，在本說明書中的空間上的錯誤，如果有的話。查看詳細信息。 參數(shù)：... additional argument to pass over to other functions 額外的參數(shù)傳遞到其他功能 Details 詳細信息----------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. 該模型是由兩個步驟的最大似然估計。進一步通過可選參數(shù)的估計可能是：PVAR：如果TRUEpvar函數(shù)被調(diào)用赫斯：如果TRUE使用數(shù)字黑森州，而不是GLS的標(biāo)準(zhǔn)誤差估計安靜的：如果FALSE報告功能和參數(shù)值在優(yōu)化過程中initval的：c("zeros", "estimate")，參數(shù)的初始值。如果"zeros"一個零向量使用。如果"estimate"的初始值retreived從嵌套規(guī)格估計?；蛘?，一個數(shù)值向量可以被指定。 x.tol：寬容。見nlminb的詳細信息。 rel.tol：相對寬容。見nlminb的詳細信息。 值----------Value---------- An object of class "splm". 對象的類"splm"。 參數(shù)：coefficients coefficients estimate of the model parameters 系數(shù)估計的模型參數(shù) 參數(shù)：arcoef the coefficient for the spatial lag on y 系數(shù)空間滯后y， 參數(shù)：errcomp the estimates of the error variance components 方差分量估計的錯誤 參數(shù)：vcov the asymptotic variance covariance matrix of the estimated coefficients 的漸近方差協(xié)方差矩陣的估計系數(shù) 參數(shù)：vcov.arcoef the asymptotic variance of the estimated spatial lag parameter 的漸近方差的估計空間滯后參數(shù) 參數(shù)：vcov.errcomp the asymptotic variance covariance matrix of the estimated error covariance parameters 的漸近方差協(xié)方差矩陣的估計誤差協(xié)方差參數(shù) 參數(shù)：type 'random effects ML' “隨機效應(yīng)ML” 參數(shù)：residuals the model residuals 模型殘差 參數(shù)：fitted.values the fitted values, calculated as \hat{y}=X \hat{β} 擬合值，計算\hat{y}=X \hat{β} 參數(shù)：sigma2 GLS residuals variance GLS殘差方差 參數(shù)：model the matrix of the data used 所使用的數(shù)據(jù)的矩陣 參數(shù)：call the call used to create the object 用于創(chuàng)建對象的調(diào)用 參數(shù)：logLik the value of the log likelihood function at the optimum 在最適宜的對數(shù)似然函數(shù)的值 參數(shù)：errors the value of the errors argument errors參數(shù)的值 （作者）----------Author(s)---------- Giovanni Millo 參考文獻----------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/. 參見----------See Also---------- spgm spgm 實例----------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[＃兩個標(biāo)準(zhǔn)規(guī)格（掃描電鏡（SEM）和SAR）與FE] ## and the other with RE:[＃和其他與RE：] ## fixed effects panel with spatial errors[＃固定效應(yīng)面板與空間誤差] fespaterr <- spml(fm, data = Produc, listw = mat2listw(usaww), model="within", spatial.error="b") summary(fespaterr) ## random effects panel with spatial lag[＃隨機效應(yīng)面板與空間滯后] respatlag <- spml(fm, data = Produc, listw = mat2listw(usaww), model="random", spatial.error="none", lag=TRUE) summary(respatlag) 轉(zhuǎn)載請注明:出自 生物統(tǒng)計家園網(wǎng)(http://www.)。 注： 注1：為了方便大家學(xué)習(xí)，本文檔為生物統(tǒng)計家園網(wǎng)機器人LoveR翻譯而成，僅供個人R語言學(xué)習(xí)參考使用，生物統(tǒng)計家園保留版權(quán)。 注2：由于是機器人自動翻譯，難免有不準(zhǔn)確之處，使用時仔細對照中、英文內(nèi)容進行反復(fù)理解，可以幫助R語言的學(xué)習(xí)。 注3：如遇到不準(zhǔn)確之處，請在本貼的后面進行回帖，我們會逐漸進行修訂。 |
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