matlab没有定义uDT,这个变量怎么会在这个命令中没有被定义呢——恳请高人...

版主大人好。求教您个问题。我是matlab菜鸟，刚开始学习。

% dimensions of the problem

A=wk1read('d:matlabcigarette.wk1',1,0);

W1=wk1read('d:matlabSpat-Sym-US.wk1');

T=30; % number of time periods

N=46; % number of regions

% row-normalize W

W=normw(W1); % function of LeSage

y=A(:,[3]); % column number in the data matrix that corresponds to the dependent variable

x=A(:,[4,6]); % column numbers in the data matrix that correspond to the independent variables

for t=1:T

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

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

end

xconstant=ones(N*T,1);

[nobs K]=size(x);

% ----------------------------------------------------------------------------------------

% No fixed effects + spatially lagged dependent variable

info.lflag=0; % required for exact results

info.model=0;

info.fe=0; % Do not print intercept and fixed effects; use info.fe=1 to turn on

% New routines to calculate effects estimates

results=sar_panel_FE(y,[xconstant x],W,T,info);

vnames=strvcat('logcit','intercept','logp','logy');

% Print out coefficient estimates

prt_sp(results,vnames,1);

% Print out effects estimates

spat_model=0;

direct_indirect_effects_estimates(results,W,spat_model);

panel_effects_sar(results,vnames,W);

% ----------------------------------------------------------------------------------------

% No fixed effects + spatially lagged dependent variable + spatially

% independent variables

info.lflag=0; % required for exact results

info.model=0;

info.fe=0; % Do not print intercept and fixed effects; use info.fe=1 to turn on

% New routines to calculate effects estimates

results=sar_panel_FE(y,[xconstant x wx],W,T,info);

vnames=strvcat('logcit','intercept','logp','logy','W*logp','W*logy');

% Print out coefficient estimates

prt_sp(results,vnames,1);

% Print out effects estimates

spat_model=1;

direct_indirect_effects_estimates(results,W,spat_model);

panel_effects_sdm(results,vnames,W);

% ----------------------------------------------------------------------------------------

% Spatial fixed effects + spatially lagged dependent variable

info.lflag=0; % required for exact results

info.model=1;

info.fe=0; % Do not print intercept and fixed effects; use info.fe=1 to turn on

% New routines to calculate effects estimates

results=sar_panel_FE(y,x,W,T,info);

vnames=strvcat('logcit','logp','logy');

% Print out coefficient estimates

prt_sp(results,vnames,1);

% Print out effects estimates

spat_model=0;

direct_indirect_effects_estimates(results,W,spat_model);

panel_effects_sar(results,vnames,W);

% ----------------------------------------------------------------------------------------

% Spatial fixed effects + spatially lagged dependent variable + spatially

% independent variables

info.lflag=0; % required for exact results

info.model=1;

info.fe=0; % Do not print intercept and fixed effects; use info.fe=1 to turn on

% New routines to calculate effects estimates

results=sar_panel_FE(y,[x wx],W,T,info);

vnames=strvcat('logcit','logp','logy','W*logp','W*logy');

% Print out coefficient estimates

prt_sp(results,vnames,1);

% Print out effects estimates

spat_model=1;

direct_indirect_effects_estimates(results,W,spat_model);

panel_effects_sdm(results,vnames,W);

% ----------------------------------------------------------------------------------------

% Time period fixed effects + spatially lagged dependent variable

info.lflag=0; % required for exact results

info.model=2;

info.fe=0; % Do not print intercept and fixed effects; use info.fe=1 to turn on

% New routines to calculate effects estimates

results=sar_panel_FE(y,x,W,T,info);

vnames=strvcat('logcit','logp','logy');

% Print out coefficient estimates

prt_sp(results,vnames,1);

% Print out effects estimates

spat_model=0;

direct_indirect_effects_estimates(results,W,spat_model);

panel_effects_sar(results,vnames,W);

% ----------------------------------------------------------------------------------------

% Time period fixed effects + spatially lagged dependent variable + spatially

% independent variables

info.lflag=0; % required for exact results

info.model=2;

info.fe=0; % Do not print intercept and fixed effects; use info.fe=1 to turn on

% New routines to calculate effects estimates

results=sar_panel_FE(y,[x wx],W,T,info);

vnames=strvcat('logcit','logp','logy','W*logp','W*logy');

% Print out coefficient estimates

prt_sp(results,vnames,1);

% Print out effects estimates

spat_model=1;

direct_indirect_effects_estimates(results,W,spat_model);

panel_effects_sdm(results,vnames,W);

% ----------------------------------------------------------------------------------------

% Spatial and time period fixed effects + spatially lagged dependent variable

info.lflag=0; % required for exact results

info.model=3;

info.fe=0; % Do not print intercept and fixed effects; use info.fe=1 to turn on

% New routines to calculate effects estimates

results=sar_panel_FE(y,x,W,T,info);

vnames=strvcat('logcit','logp','logy');

% Print out coefficient estimates

prt_sp(results,vnames,1);

% Print out effects estimates

spat_model=0;

direct_indirect_effects_estimates(results,W,spat_model);

panel_effects_sar(results,vnames,W);

% ----------------------------------------------------------------------------------------

% Spatial and time period fixed effects + spatially lagged dependent variable + spatially

% independent variables

% No bias correction

info.bc=0;

info.lflag=0; % required for exact results

info.model=3;

info.fe=0; % Do not print intercept and fixed effects; use info.fe=1 to turn on

% New routines to calculate effects estimates

results=sar_panel_FE(y,[x wx],W,T,info);

vnames=strvcat('logcit','logp','logy','W*logp','W*logy');

% Print out coefficient estimates

prt_sp(results,vnames,1);

% Print out effects estimates

spat_model=1;

direct_indirect_effects_estimates(results,W,spat_model);

panel_effects_sdm(results,vnames,W);

% Wald test for spatial Durbin model against spatial lag model

btemp=results.parm;

varcov=results.cov;

Rafg=zeros(K,2*K+2);

for k=1:K

Rafg(k,K+k)=1; % R(1,3)=0 and R(2,4)=0;

end

Wald_spatial_lag=(Rafg*btemp)'*inv(Rafg*varcov*Rafg')*Rafg*btemp

prob_spatial_lag=1-chis_cdf (Wald_spatial_lag, K) % probability greater than 0.05 points to insignificance

% LR test spatial Durbin model against spatial lag model (requires

% estimation results of the spatial lag model to be available)

resultssar=sar_panel_FE(y,x,W,T,info);

LR_spatial_lag=-2*(resultssar.lik-results.lik)

prob_spatial_lag=1-chis_cdf (LR_spatial_lag,K) % probability greater than 0.05 points to insignificance

% Wald test spatial Durbin model against spatial error model

R=zeros(K,1);

for k=1:K

R(k)=btemp(2*K+1)*btemp(k)+btemp(K+k); % k changed in 1, 7/12/2010

%   R(1)=btemp(5)*btemp(1)+btemp(3);

%   R(2)=btemp(5)*btemp(2)+btemp(4);

end

Rafg=zeros(K,2*K+2);

for k=1:K

Rafg(k,k)    =btemp(2*K+1); % k changed in 1, 7/12/2010

Rafg(k,K+k)  =1;

Rafg(k,2*K+1)=btemp(k);

%   Rafg(1,1)=btemp(5);Rafg(1,3)=1;Rafg(1,5)=btemp(1);

%   Rafg(2,2)=btemp(5);Rafg(2,4)=1;Rafg(2,5)=btemp(2);

end

Wald_spatial_error=R'*inv(Rafg*varcov*Rafg')*R

prob_spatial_error=1-chis_cdf (Wald_spatial_error,K) % probability greater than 0.05 points to insignificance

% LR test spatial Durbin model against spatial error model (requires

% estimation results of the spatial error model to be available

resultssem=sem_panel_FE(y,x,W,T,info);

LR_spatial_error=-2*(resultssem.lik-results.lik)

prob_spatial_error=1-chis_cdf (LR_spatial_error,K) % probability greater than 0.05 points to insignificance

% ----------------------------------------------------------------------------------------

% Spatial and time period fixed effects + spatially lagged dependent variable + spatially

% independent variables

info.lflag=0; % required for exact results

info.model=3;

info.fe=0; % Do not print intercept and fixed effects; use info.fe=1 to turn on

info.bc=1;

% New routines to calculate effects estimates

results=sar_panel_FE(y,[x wx],W,T,info);

vnames=strvcat('logcit','logp','logy','W*logp','W*logy');

% Print out coefficient estimates

prt_sp(results,vnames,1);

% Print out effects estimates

spat_model=1;

direct_indirect_effects_estimates(results,W,spat_model);

panel_effects_sdm(results,vnames,W);

% Wald test for spatial lag model

btemp=results.parm;

varcov=results.cov;

Rafg=zeros(K,2*K+2);

for k=1:K

Rafg(k,K+k)=1; % R(1,3)=0 and R(2,4)=0;

end

Wald_spatial_lag=(Rafg*btemp)'*inv(Rafg*varcov*Rafg')*Rafg*btemp

prob_spatial_lag= 1-chis_cdf (Wald_spatial_lag, K) % probability greater than 0.05 points to insignificance

% LR test spatial Durbin model against spatial lag model (requires

% estimation results of the spatial lag model to be available)

resultssar=sar_panel_FE(y,x,W,T,info);

LR_spatial_lag=-2*(resultssar.lik-results.lik)

prob_spatial_lag=1-chis_cdf (LR_spatial_lag,K) % probability greater than 0.05 points to insignificance

% Wald test for spatial error model

R=zeros(K,1);

for k=1:K

R(k)=btemp(2*K+1)*btemp(k)+btemp(K+k); % k changed in 1, 7/12/2010

%   R(1)=btemp(5)*btemp(1)+btemp(3);

%   R(2)=btemp(5)*btemp(2)+btemp(4);

end

Rafg=zeros(K,2*K+2);

for k=1:K

Rafg(k,k)    =btemp(2*K+1); % k changed in 1, 7/12/2010

Rafg(k,K+k)  =1;

Rafg(k,2*K+1)=btemp(k);

%   Rafg(1,1)=btemp(5);Rafg(1,3)=1;Rafg(1,5)=btemp(1);

%   Rafg(2,2)=btemp(5);Rafg(2,4)=1;Rafg(2,5)=btemp(2);

end

Wald_spatial_error=R'*inv(Rafg*varcov*Rafg')*R

prob_spatial_error= 1-chis_cdf (Wald_spatial_error,K) % probability greater than 0.05 points to insignificance

% LR test spatial Durbin model against spatial error model (requires

% estimation results of the spatial error model to be available

resultssem=sem_panel_FE(y,x,W,T,info);

LR_spatial_error=-2*(resultssem.lik-results.lik)

prob_spatial_error=1-chis_cdf (LR_spatial_error,K) % probability greater than 0.05 points to insignificance

% needed for Hausman test later on

logliklag=results.lik;

blagfe=results.parm(1:end-1);

covblagfe=results.cov(1:end-1,1:end-1);

%

%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% random effects estimator by ML %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%

%

% Spatial random effects and time period fixed effects + spatially lagged dependent variable + spatially

% independent variables

[ywith,xwith,meanny,meannx,meanty,meantx]=demean(y,[x wx],N,T,2); % 2=time dummies

info.model=1;

results=sar_panel_RE(ywith,xwith,W,T,info);

prt_sp(results,vnames,1);

% Print out effects estimates

spat_model=1;

direct_indirect_effects_estimates(results,W,spat_model);

panel_effects_sdm(results,vnames,W);

% Wald test for spatial lag model

btemp=results.parm(1:2*K+2);

varcov=results.cov(1:2*K+2,1:2*K+2);

Rafg=zeros(K,2*K+2);

for k=1:K

Rafg(k,K+k)=1; % R(1,3)=0 and R(2,4)=0;

end

Wald_spatial_lag=(Rafg*btemp)'*inv(Rafg*varcov*Rafg')*Rafg*btemp

prob_spatial_lag= 1-chis_cdf (Wald_spatial_lag, K) % probability greater than 0.05 points to insignificance

% Wald test for spatial error model

R=zeros(K,1);

for k=1:K

R(k)=btemp(2*K+1)*btemp(k)+btemp(K+k); % k changed in 1, 7/12/2010

%   R(1)=btemp(5)*btemp(1)+btemp(3);

%   R(2)=btemp(5)*btemp(2)+btemp(4);

end

Rafg=zeros(K,2*K+2);

for k=1:K

Rafg(k,k)    =btemp(2*K+1); % k changed in 1, 7/12/2010

Rafg(k,K+k)  =1;

Rafg(k,2*K+1)=btemp(k);

%   Rafg(1,1)=btemp(5);Rafg(1,3)=1;Rafg(1,5)=btemp(1);

%   Rafg(2,2)=btemp(5);Rafg(2,4)=1;Rafg(2,5)=btemp(2);

end

Wald_spatial_error=R'*inv(Rafg*varcov*Rafg')*R

prob_spatial_error= 1-chis_cdf (Wald_spatial_error,K) % probability greater than 0.05 points to insignificance

% needed for Hausman test later on

logliklagre=results.lik;

blagre=results.parm(1:end-2);

covblagre=results.cov(1:end-2,1:end-2);

% ----------------------------------------------------------------------------------------

% Hausman test FE versus RE

hausman=(blagfe-blagre)'*inv(covblagre-covblagfe)*(blagfe-blagre);

dof=length(blagfe);

probability=1-chis_prb(abs(hausman),dof);

% Note: probability < 0.025 implies rejection of random effects model in favor of fixed effects model

% Use 0.025, since it is a one-sided test

fprintf(1,'Hausman test-statistic, degrees of freedom and probability = %9.4f,%6d,%9.4f n',abs(hausman),dof,probability);

报错??? Undefined function or method 'normw' for input arguments of type 'double'.

Error in ==> demopanelscompare at 43

W=normw(W1); % function of LeSage

请问怎么解决啊，万分感谢啊