)/nobs); logliktfe=-nobs/2*log(2*pi*sige)-1/(2*sige)*results.resid'*results.re sid LMsarsem_panel(results,W,ywith,xwith); % (Robust) LM tests 4 、空间与时间双固定模型 T=30; N=46; W=normw(W1); 10 y=A(:,3); x=A(:,[4,6]); xconstant=ones(N*T,1); [nobs K]=size(x); model=3; [ywith,xwith,meanny,meannx,meanty,meantx]=demean(y,x,N,T,m odel); results=ols(ywith,xwith); vnames=strvcat('logcit','logp','logy'); % should be changed ifx is changed prt_reg(results,vnames) intercept=mean(y)-mean(x)*results.beta; sfe=meanny-meannx*results.beta-kron(en,intercept); tfe=meanty-meantx*results.beta-kron(et,intercept); yme =y- mean(y); ent=ones(N*T,1); error=y-kron(tfe,en)-kron(et,sfe)-x*results.beta-kron(ent,intercept) ; rsqr1 = error'*error; rsqr2 = yme'*yme; FE_rsqr2 = 1.0 - rsqr1/rsqr2 % r-squared including fixed effects
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