第19章 空间面板分析


library(splm)
library(plm)
fm <- gdp ~ pop

fe <- plm(fm, data = hunan_data, effects = "individual",
          model = "within", index = c("code", "year"))

fe_lag <- spml(fm, data = hunan_data, listw = hunan_listw, 
               model = "within", effect = "individual", lag = T, 
               spatial.error = "none", index = c("code", "year"))

fe_err <- update(fe_lag, model = "random")
Dependent variable:
gdp
pop 18.979***
(2.783)
Observations 140
R2 0.271
Adjusted R2 0.189
F Statistic 46.494*** (df = 1; 125)
Note: p<0.1; p<0.05; p<0.01