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| パネル空間誤差モデル× | パネル空間ダービンモデル (Panel Spatial Durbin Model, PSDM)× | |
|---|---|---|
| 分野 | 空間分析 | 空間分析 |
| 系統 | Regression model | Regression model |
| 提唱年≠ | 1988 / 2003 | 2009–2010 |
| 提唱者≠ | Anselin (1988); extended to panels by Elhorst (2003, 2014) | LeSage & Pace (2009); panel extension by Elhorst (2010) |
| 種類≠ | Spatial econometric panel model | Spatial panel regression |
| 原典 | Elhorst, J. P. (2014). Spatial Econometrics: From Cross-Sectional Data to Spatial Panels. Springer. ISBN: 978-3642403408 | Elhorst, J. P. (2014). Spatial Econometrics: From Cross-Sectional Data to Spatial Panels. Springer. ISBN: 978-3642403408 |
| 別名 | panel SEM, spatial error panel model, panel spatial autocorrelation error model, SEM panel | SDM panel, spatial Durbin panel model, panel SDM, PSDM |
| 関連 | 5 | 5 |
| 概要≠ | The Panel Spatial Error Model (panel SEM) extends the classical spatial error model to panel data, allowing spatial dependence to enter through the error term across cross-sectional units over multiple time periods. It accounts for spatially correlated omitted variables without imposing a substantive spatial spillover in the outcome itself. | 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. |
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