pysal.model.spreg.
SUR
(bigy, bigX, w=None, regimes=None, nonspat_diag=True, spat_diag=False, vm=False, iter=False, maxiter=5, epsilon=1e-05, verbose=False, name_bigy=None, name_bigX=None, name_ds=None, name_w=None, name_regimes=None)[源代码]¶用于SUR估计的用户类,包括两步和迭代
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实例
首先导入pysal.lib以加载空间分析工具。
>>> import pysal.lib
使用pysal.lib.io.open()打开有关NCOVR美国县凶杀案(3085个地区)的数据。这是与nat形状文件关联的dbf。注意pysal.lib.io.open()也可以读取csv格式的数据。
>>> db = pysal.lib.io.open(pysal.lib.examples.get_path("NAT.dbf"),'r')
待估算模型的规格可作为列表提供。每个方程应单独列出。在这个例子中,方程式1的因变量是hr80,而ps80和ue80是外生回归量。对于方程2,hr90是因变量,ps90和ue90是外生回归量。
>>> y_var = ['HR80','HR90']
>>> x_var = [['PS80','UE80'],['PS90','UE90']]
虽然此方法不需要,但我们可以加载一个权重矩阵文件,以便进行空间诊断。
>>> w = pysal.lib.weights.Queen.from_shapefile(pysal.lib.examples.get_path("NAT.shp"))
>>> w.transform='r'
SUR方法要求将数据作为字典提供。Pysal提供了工具sur_dictxy,从变量列表中创建这些字典。下面的一行将创建四个字典,分别包含因变量(bigy)、回归量(bigx)、因变量名(bigyvars)和回归量名(bigxvars)。所有这些都将从数据库(db)和上面创建的变量列表(y_var和x_var)中创建。
>>> bigy,bigX,bigyvars,bigXvars = pysal.model.spreg.sur_utils.sur_dictxy(db,y_var,x_var)
现在我们可以运行回归,然后通过键入“print(reg.summary)”来获得输出摘要。
>>> reg = SUR(bigy,bigX,w=w,name_bigy=bigyvars,name_bigX=bigXvars,spat_diag=True,name_ds="nat")
>>> print(reg.summary)
REGRESSION
----------
SUMMARY OF OUTPUT: SEEMINGLY UNRELATED REGRESSIONS (SUR)
--------------------------------------------------------
Data set : nat
Weights matrix : unknown
Number of Equations : 2 Number of Observations: 3085
Log likelihood (SUR): -19902.966 Number of Iterations : 1
----------
<BLANKLINE>
SUMMARY OF EQUATION 1
---------------------
Dependent Variable : HR80 Number of Variables : 3
Mean dependent var : 6.9276 Degrees of Freedom : 3082
S.D. dependent var : 6.8251
<BLANKLINE>
------------------------------------------------------------------------------------
Variable Coefficient Std.Error z-Statistic Probability
------------------------------------------------------------------------------------
Constant_1 5.1390718 0.2624673 19.5798587 0.0000000
PS80 0.6776481 0.1219578 5.5564132 0.0000000
UE80 0.2637240 0.0343184 7.6846277 0.0000000
------------------------------------------------------------------------------------
<BLANKLINE>
SUMMARY OF EQUATION 2
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Dependent Variable : HR90 Number of Variables : 3
Mean dependent var : 6.1829 Degrees of Freedom : 3082
S.D. dependent var : 6.6403
<BLANKLINE>
------------------------------------------------------------------------------------
Variable Coefficient Std.Error z-Statistic Probability
------------------------------------------------------------------------------------
Constant_2 3.6139403 0.2534996 14.2561949 0.0000000
PS90 1.0260715 0.1121662 9.1477755 0.0000000
UE90 0.3865499 0.0341996 11.3027760 0.0000000
------------------------------------------------------------------------------------
<BLANKLINE>
<BLANKLINE>
REGRESSION DIAGNOSTICS
TEST DF VALUE PROB
LM test on Sigma 1 680.168 0.0000
LR test on Sigma 1 768.385 0.0000
<BLANKLINE>
OTHER DIAGNOSTICS - CHOW TEST BETWEEN EQUATIONS
VARIABLES DF VALUE PROB
Constant_1, Constant_2 1 26.729 0.0000
PS80, PS90 1 8.241 0.0041
UE80, UE90 1 9.384 0.0022
<BLANKLINE>
DIAGNOSTICS FOR SPATIAL DEPENDENCE
TEST DF VALUE PROB
Lagrange Multiplier (error) 2 1333.586 0.0000
Lagrange Multiplier (lag) 2 1275.821 0.0000
<BLANKLINE>
ERROR CORRELATION MATRIX
EQUATION 1 EQUATION 2
1.000000 0.469548
0.469548 1.000000
================================ END OF REPORT =====================================
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__init__
(bigy, bigX, w=None, regimes=None, nonspat_diag=True, spat_diag=False, vm=False, iter=False, maxiter=5, epsilon=1e-05, verbose=False, name_bigy=None, name_bigX=None, name_ds=None, name_w=None, name_regimes=None)[源代码]¶初始化自身。请参阅帮助(键入(self))以获得准确的签名。
方法
__init__ \(bigy,bigx[,w,状态,…]) |
初始化自身。 |