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| 時空間空間誤差モデル× | 時空間空間型ダービンモデル(ST-SDM)× | |
|---|---|---|
| 分野 | 空間分析 | 空間分析 |
| 系統 | Regression model | Regression model |
| 提唱年≠ | 1988 (SEM); 2003 (panel/space-time extension) | 2009-2014 |
| 提唱者≠ | Anselin (1988); panel extension by Elhorst (2003, 2014) | LeSage & Pace; extended to space-time by Elhorst |
| 種類≠ | Spatial panel regression | Spatial econometric panel model |
| 原典≠ | Anselin, L. (1988). Spatial Econometrics: Methods and Models. Kluwer Academic Publishers. ISBN: 978-9024737247 | LeSage, J. P., & Pace, R. K. (2009). Introduction to Spatial Econometrics. CRC Press / Taylor & Francis. ISBN: 978-1420064247 |
| 別名 | SEM panel, spatial error panel model, space-time SEM, spatiotemporal error model | ST-SDM, spatiotemporal Durbin model, spatial Durbin panel model, space-time SDM |
| 関連 | 6 | 6 |
| 概要≠ | The Space-Time Spatial Error Model (space-time SEM) is a spatial panel regression technique that accounts for spatial dependence confined to the error term across geographic units and time periods. It corrects biased inference caused by spatially correlated disturbances while estimating covariate effects on a panel of spatial observations. | The Space-Time Spatial Durbin Model extends the cross-sectional Spatial Durbin Model to panel data, simultaneously capturing spatial spillovers in both the dependent variable and the explanatory variables across space and over time. It is the most general and flexible specification in the spatial panel family, nesting the spatial lag and spatial error models as special cases. |
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