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| パネル空間ダービンモデル (Panel Spatial Durbin Model, PSDM)× | 空間的ダービンモデル (SDM)× | |
|---|---|---|
| 分野 | 空間分析 | 空間分析 |
| 系統 | Regression model | Regression model |
| 提唱年≠ | 2009–2010 | 2009 |
| 提唱者≠ | LeSage & Pace (2009); panel extension by Elhorst (2010) | LeSage & Pace |
| 種類≠ | Spatial panel regression | Spatial regression model |
| 原典≠ | Elhorst, J. P. (2014). Spatial Econometrics: From Cross-Sectional Data to Spatial Panels. Springer. ISBN: 978-3642403408 | LeSage, J. & Pace, R. K. (2009). Introduction to Spatial Econometrics. CRC Press. DOI ↗ |
| 別名≠ | SDM panel, spatial Durbin panel model, panel SDM, PSDM | SDM, spatial mixed model, uzamsal durbin modeli |
| 関連 | 5 | 5 |
| 概要≠ | The Panel Spatial Durbin Model (PSDM) extends the cross-sectional Spatial Durbin Model to panel data, capturing both spatial lag dependence in the outcome and spatial spillovers from neighbouring units' explanatory variables across multiple time periods. It simultaneously accounts for unobserved unit-specific and time-specific heterogeneity, making it one of the most comprehensive spatial panel specifications available. | The Spatial Durbin Model is a general spatial regression model that includes a spatial lag of both the dependent variable (ρWy) and the explanatory variables (WXθ). Introduced as the recommended starting point by LeSage and Pace (2009), it nests the spatial autoregressive (SAR) and spatial error (SEM) models as special cases. |
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