Some packages for spatial panel econometrics estimatiion

最新推荐文章于 2022-07-18 17:22:27 发布

原创最新推荐文章于 2022-07-18 17:22:27 发布 · 240 阅读

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本文对比了MATLAB的空间计量经济学工具箱、Python的PySAL函数及R语言的spdep和sphet包。通过开源代码的透明性，我们深入探讨了这些工具在空间面板数据模型估计中的应用，包括极大似然估计和广义矩估计。

comparing functions in the MATLAB Spatial Econometrics toolbox, Python PySAL functions and the R spdep and sphet packages is eased by the fact that the code is open source, and so open to scrutiny. We have also benefited from answers to questions given by developers of these implementations, and by developers of the sppack for Stata.

For R, it is splm, which can be used to estimate regressions with GM and MLE estimator.

For python, it is called PySAL.

For MATLAB, A toolbox is given a name of spanel. The syntax is spanel(id, time, y, X, W, method, options), where W is the n×n spatial weight matrix. Then the Spatial panel data models are estimated by this.