sac_d2.m

计量工具箱

% PURPOSE: An example of using sac() on a large data set  
%          general spatial model                           
%---------------------------------------------------
% USAGE: sac_d2 (see sac_d for a small data set)
%---------------------------------------------------

clear all;
% NOTE a large data set with 3107 observations
% from Pace and Barry, takes around 10 seconds
% on an Anthalon 1200 Mhz
load elect.dat;             % load data on votes
y =  (elect(:,7)./elect(:,8));
x1 = log(elect(:,9)./elect(:,8));
x2 = log(elect(:,10)./elect(:,8));
x3 = log(elect(:,11)./elect(:,8));
n = length(y); x = [ones(n,1) x1 x2 x3];
clear x1; clear x2; clear x3;
latt = elect(:,5);
long = elect(:,6);
clear elect;                % conserve on RAM memory
n = 3107;
[j1 W j2] = xy2cont(latt,long);
% we construct another spatial weight matrix based
% on the nearest neighbor
W2 = make_nnw(latt,long,1);
vnames = strvcat('voters','const','educ','homeowners','income');

% info.pflag = 1; % a flag to print intermediate optimization results
info.lflag = 1; % use MC approximation for lndet

res = sac(y,x,W,W2,info);
prt(res,vnames);

info.lflag = 0; % use full lndet (no approximation)

res = sac(y,x,W,W2,info);
prt(res,vnames);

res2 = sac_gmm(y,x,W,W2);
prt(res2,vnames);