prt_far.m

计量工具箱

pin.cnames = cnames;
pin.rnames = rnames;

mprint(tmp,pin);
fprintf(fid,'***************************************************************\n');
fprintf(fid,'      Posterior Estimates \n');

 if strcmp(results.tflag,'tstat')
% now print coefficient estimates, t-statistics and probabilities
tout = norm_prb(results.tstat); % find asymptotic z (normal) probabilities
      
tmp = [bout results.tstat tout];  % matrix to be printed
% column labels for printing results
bstring = 'Coefficient'; tstring = 'Asymptot t-stat'; pstring = 'z-probability';
cnames = strvcat(bstring,tstring,pstring);
in.cnames = cnames;
in.rnames = Vname;
in.fmt = '%16.6f';
in.fid = fid;
mprint(tmp,in);
 else % use p-levels for Bayesian results
tmp = [bout bstd tout];  % matrix to be printed
% column labels for printing results
bstring = 'Coefficient'; tstring = 'Std Deviation'; pstring = 'p-level';
cnames = strvcat(bstring,tstring,pstring);
in.cnames = cnames;
in.rnames = Vname;
in.fmt = '%16.6f';
in.fid = fid;
mprint(tmp,in);
end;

return;

% end of sac_g case

case {'sact_g'} % <=================== Gibbs general spatial Tobit model

nobs = results.nobs;
nvar = results.nvar;

% handling of vnames
Vname = 'Variable';
 for i=1:nvar
    tmp = ['variable ',num2str(i)];
    Vname = strvcat(Vname,tmp);
 end;
% add spatial rho parameter name
    Vname = strvcat(Vname,'rho');
% add spatial rho parameter name
    Vname = strvcat(Vname,'lambda');

if (nflag == 1) % the user supplied variable names
Vname = 'Variable';
[tst_n nsize] = size(vnames);
 if tst_n ~= nvar+1
 fprintf(fid,'Wrong # of variable names in prt_spat -- check vnames argument \n');
 fprintf(fid,'will use generic variable names \n');
 nflag = 0;
 else,
 for i=1:nvar
    Vname = strvcat(Vname,vnames(i+1,:));
 end;
% add spatial rho parameter name
    Vname = strvcat(Vname,'rho');
    Vname = strvcat(Vname,'lambda');
 end; % end of if-else
end; % end of nflag issue

  
% find posterior means
tmp1 = mean(results.bdraw);
pout = mean(results.pdraw);
lout = mean(results.ldraw);
bout = [tmp1'
        pout
        lout];

y = results.y;
sige = mean(results.sdraw);
tmp1 = std(results.bdraw);
tmp2 = std(results.pdraw);
tmp3 = std(results.ldraw);
bstd = [tmp1'
        tmp2
        tmp3];

if strcmp(results.pflag,'tstat')
 tstat = bout./bstd;
 % find t-stat marginal probabilities
 tout = tdis_prb(tstat,results.nobs);
 results.tstat = bout./bstd; % trick for printing below
else % find plevels
 draws = [results.bdraw results.pdraw results.ldraw];
 for i=1:results.nvar+2;
 if bout(i,1) > 0
 cnt = find(draws(:,i) > 0);
 tout(i,1) = 1 - (length(cnt)/(results.ndraw-results.nomit));
 else
 cnt = find(draws(:,i) < 0);
 tout(i,1) = 1 - (length(cnt)/(results.ndraw-results.nomit));
 end; % end of if - else
 end; % end of for loop
end; 

yhat = results.yhat;
e = y - yhat;
sigu = e'*e;
ym = y - mean(y);
rsqr1 = sigu;
rsqr2 = ym'*ym;
rsqr = 1.0 - rsqr1/rsqr2; % conventional r-squared
e = results.ymean - yhat;
sigu = e'*e;
ym = results.ymean - mean(results.ymean);
rsqr1 = sigu;
rsqr2 = ym'*ym;
rsqri = 1.0 - rsqr1/rsqr2; % non-conventional r-squared

fprintf(fid,'\n');
fprintf(fid,'Bayesian general spatial Tobit model \n');
if (nflag == 1)
fprintf(fid,'Dependent Variable = %16s \n',vnames(1,:));
end;
fprintf(fid,'R-squared          = %9.4f \n',rsqr);
fprintf(fid,'Imputed R-squared  = %9.4f \n',rsqri);
fprintf(fid,'sigma^2            = %9.4f \n',sige);
if results.rdraw == 0
fprintf(fid,'r-value            = %6d   \n',results.r);
else
fprintf(fid,'mean of rdraws     = %9.4f \n',mean(results.rdraw));
fprintf(fid,'gam(m,k) prior     = %6d,%6d \n',results.m,results.k);
end;    
fprintf(fid,'Nobs, Nvars        = %6d,%6d \n',results.nobs,results.nvar);
fprintf(fid,'# censored values  = %6d \n',results.nobsc);
fprintf(fid,'ndraws,nomit       = %6d,%6d \n',results.ndraw,results.nomit);
fprintf(fid,'accept rho rate    = %9.4f \n',results.acceptr);
fprintf(fid,'accept lam rate    = %9.4f \n',results.acceptl);
fprintf(fid,'time in secs       = %9.4f   \n',results.time);
fprintf(fid,'min and max rho    = %9.4f,%9.4f \n',results.rmin,results.rmax);
fprintf(fid,'min and max lambda = %9.4f,%9.4f \n',results.lmin,results.lmax);
fprintf(fid,'***************************************************************\n');

vstring = 'Variable';
bstring = 'Prior Mean';
tstring = 'Std Deviation';

tmp = [results.bmean results.bstd];

cnames = strvcat(bstring,tstring);
rnames = vstring;
for i=1:nvar
rnames = strvcat(rnames,Vname(i+1,:));
end;
pin.fmt = '%16.6f';
pin.fid = fid;
pin.cnames = cnames;
pin.rnames = rnames;

mprint(tmp,pin);
fprintf(fid,'***************************************************************\n');
fprintf(fid,'      Posterior Estimates \n');

 if strcmp(results.pflag,'tstat')
% now print coefficient estimates, t-statistics and probabilities
tout = norm_prb(results.tstat); % find asymptotic z (normal) probabilities
      
tmp = [bout results.tstat tout];  % matrix to be printed
% column labels for printing results
bstring = 'Coefficient'; tstring = 'Asymptot t-stat'; pstring = 'z-probability';
cnames = strvcat(bstring,tstring,pstring);
in.cnames = cnames;
in.rnames = Vname;
in.fmt = '%16.6f';
in.fid = fid;
mprint(tmp,in);
 else % use p-levels for Bayesian results
tmp = [bout bstd tout];  % matrix to be printed
% column labels for printing results
bstring = 'Coefficient'; tstring = 'Std Deviation'; pstring = 'p-level';
cnames = strvcat(bstring,tstring,pstring);
in.cnames = cnames;
in.rnames = Vname;
in.fmt = '%16.6f';
in.fid = fid;
mprint(tmp,in);
end;

return;

% end of sact_g case

case {'sacp_g'} % <=================== Gibbs general spatial Probit model

nobs = results.nobs;
nvar = results.nvar;

% handling of vnames
Vname = 'Variable';
 for i=1:nvar
    tmp = ['variable ',num2str(i)];
    Vname = strvcat(Vname,tmp);
 end;
% add spatial rho parameter name
    Vname = strvcat(Vname,'rho');
% add spatial rho parameter name
    Vname = strvcat(Vname,'lambda');

if (nflag == 1) % the user supplied variable names
Vname = 'Variable';
[tst_n nsize] = size(vnames);
 if tst_n ~= nvar+1
 fprintf(fid,'Wrong # of variable names in prt_spat -- check vnames argument \n');
 fprintf(fid,'will use generic variable names \n');
 nflag = 0;
 else,
 for i=1:nvar
    Vname = strvcat(Vname,vnames(i+1,:));
 end;
% add spatial rho parameter name
    Vname = strvcat(Vname,'rho');
    Vname = strvcat(Vname,'lambda');
 end; % end of if-else
end; % end of nflag issue

% find posterior means
tmp1 = mean(results.bdraw);
pout = mean(results.pdraw);
lout = mean(results.ldraw);
bout = [tmp1'
        pout
        lout];

y = results.y;
sige = mean(results.sdraw);
tmp1 = std(results.bdraw);
tmp2 = std(results.pdraw);
tmp3 = std(results.ldraw);
bstd = [tmp1'
        tmp2
        tmp3];

if strcmp(results.pflag,'tstat')
 tstat = bout./bstd;
 % find t-stat marginal probabilities
 tout = tdis_prb(tstat,results.nobs);
 results.tstat = bout./bstd; % trick for printing below
else % find plevels
 draws = [results.bdraw results.pdraw results.ldraw];
 for i=1:results.nvar+2;
 if bout(i,1) > 0
 cnt = find(draws(:,i) > 0);
 tout(i,1) = 1 - (length(cnt)/(results.ndraw-results.nomit));
 else
 cnt = find(draws(:,i) < 0);
 tout(i,1) = 1 - (length(cnt)/(results.ndraw-results.nomit));
 end; % end of if - else
 end; % end of for loop
end; 

yhat = results.yhat;

fprintf(fid,'\n');
fprintf(fid,'Bayesian general spatial Probit model \n');
if (nflag == 1)
fprintf(fid,'Dependent Variable = %16s \n',vnames(1,:));
end;
fprintf(fid,'McFadden R^2    = %9.4f \n',results.r2mf);
fprintf(fid,'Estrella R^2    = %9.4f \n',results.rsqr);
fprintf(fid,'sigma^2         = %9.4f \n',sige);
if results.rdraw == 0
fprintf(fid,'r-value         = %6d   \n',results.r);
else
fprintf(fid,'mean of rdraws  = %9.4f \n',mean(results.rdraw));
fprintf(fid,'gam(m,k) prior  = %6d,%6d \n',results.m,results.k);
end; 
fprintf(fid,'Nobs, Nvars     = %6d,%6d \n',results.nobs,results.nvar);
fprintf(fid,'# 0, 1 y-values = %6d,%6d \n',results.zip,nobs-results.zip);
fprintf(fid,'ndraws,nomit    = %6d,%6d \n',results.ndraw,results.nomit);
fprintf(fid,'rho accept rate = %9.4f \n',results.acceptr);
fprintf(fid,'lam accept rate = %9.4f \n',results.acceptl);
fprintf(fid,'time in secs    = %9.4f   \n',results.time);
fprintf(fid,'min and max rho = %9.4f,%9.4f \n',results.rmin,results.rmax);
fprintf(fid,'***************************************************************\n');

vstring = 'Variable';
bstring = 'Prior Mean';
tstring = 'Std Deviation';

tmp = [results.bmean results.bstd];

cnames = strvcat(bstring,tstring);
rnames = vstring;
for i=1:nvar
rnames = strvcat(rnames,Vname(i+1,:));
end;
pin.fmt = '%16.6f';
pin.fid = fid;
pin.cnames = cnames;
pin.rnames = rnames;

mprint(tmp,pin);
fprintf(fid,'***************************************************************\n');
fprintf(fid,'      Posterior Estimates \n');

 if strcmp(results.pflag,'tstat')
% now print coefficient estimates, t-statistics and probabilities
tout = norm_prb(results.tstat); % find asymptotic z (normal) probabilities
      
tmp = [bout results.tstat tout];  % matrix to be printed
% column labels for printing results
bstring = 'Coefficient'; tstring = 'Asymptot t-stat'; pstring = 'z-probability';
cnames = strvcat(bstring,tstring,pstring);
in.cnames = cnames;
in.rnames = Vname;
in.fmt = '%16.6f';
in.fid = fid;
mprint(tmp,in);
 else % use p-levels for Bayesian results
tmp = [bout bstd tout];  % matrix to be printed
% column labels for printing results
bstring = 'Coefficient'; tstring = 'Std Deviation'; pstring = 'p-level';
cnames = strvcat(bstring,tstring,pstring);
in.cnames = cnames;
in.rnames = Vname;
in.fmt = '%16.6f';
in.fid = fid;
mprint(tmp,in);
 end;

 return;
 
% <=================== end of sacp_g case



case{'moran'}
fprintf(fid,'Moran I-test for spatial correlation in residuals \n');
variable = ' '; 
in.rnames = strvcat(variable,'Moran I','Moran I-statistic','Marginal Probability', ...
         'mean','standard deviation');
in.fmt = '%16.8f';
tmp = sqrt(results.ivar);
mat = [results.morani
       results.istat
       results.prob
       results.imean
       tmp];
mprint(mat,in);
return;    

case{'lratios'}
fprintf(fid,'LR tests for spatial correlation in residuals \n');
variable = ' ';
in.rnames = strvcat(variable,'LR value','Marginal Probability','chi-squared(1) value');
in.fmt = '%16.8f';
mat = [results.lratio
       results.prob
       results.chi1];
mprint(mat,in);
return;    

case{'lmerror'}
fprintf(fid,'LM error tests for spatial correlation in residuals \n');
variable = ' ';
in.rnames = strvcat(variable,'LM value','Marginal Probability','chi(1) .01 value');
in.fmt = '%16.8f';
mat = [results.lm
       results.prob
       results.chi1];
mprint(mat,in);
return;    

case{'lmsar'}
fprintf(fid,'LM error tests for spatial correlation in SAR model residuals \n');
variable = ' ';
in.rnames = strvcat(variable,'LM value','Marginal Probability','chi(1) .01 value');
in.fmt = '%16.8f';
mat = [results.lm
       results.prob
       results.chi1];
mprint(mat,in);
return;    

case{'walds'}
fprintf(fid,'Wald test for spatial correlation in residuals \n');
variable = ' ';
in.rnames = strvcat(variable,'Wald value','Marginal Probability','chi(1) .01 value');
in.fmt = '%16.8f';
mat = [results.wald
       results.prob
       results.chi1];
mprint(mat,in);
return;    

otherwise
error('results structure not known by prt_spat function');
end;


% now print coefficient estimates, t-statistics and probabilities
tout = norm_prb(results.tstat); % find asymptotic z (normal) probabilities
tmp = [bout results.tstat tout];  % matrix to be printed
% column labels for printing results
bstring = 'Coefficient'; tstring = 'Asymptot t-stat'; pstring = 'z-probability';
cnames = strvcat(bstring,tstring,pstring);
in.cnames = cnames;
in.rnames = Vname;
in.fmt = '%16.6f';
in.fid = fid;
mprint(tmp,in);