手法を比較
選択した手法を並べて確認できます。異なる行はハイライト表示されます。
| 空間回帰(空間ラグモデルおよび空間誤差モデル)× | 最小二乗法 (OLS) 回帰× | |
|---|---|---|
| 分野 | 計量経済学 | 計量経済学 |
| 系統 | Regression model | Regression model |
| 提唱年≠ | 1988 | 2019 |
| 提唱者≠ | Luc Anselin | Wooldridge (textbook treatment); classical least squares |
| 種類≠ | Spatial regression (cross-sectional) | Linear regression |
| 原典≠ | Anselin, L. (1988). Spatial Econometrics: Methods and Models. Kluwer Academic Publishers. DOI ↗ | Wooldridge, J. M. (2019). Introductory Econometrics: A Modern Approach (7th ed.). Cengage Learning. ISBN: 978-1337558860 |
| 別名≠ | spatial econometrics, spatial lag model, spatial error model, SAR / SEM | ordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonu |
| 関連 | 5 | 5 |
| 概要≠ | Spatial regression is a family of regression models that build geographic neighbourhood relationships directly into the model, introduced by Luc Anselin in his 1988 treatment of spatial econometrics. It splits into a spatial lag model, where spatial dependence sits in the dependent variable, and a spatial error model, where the dependence sits in the error term. | Ordinary Least Squares is the classical linear regression method that explains a continuous outcome as a linear combination of predictors. It estimates the coefficients by minimising the sum of squared residuals, and under the Gauss-Markov assumptions these estimates are the best linear unbiased estimator (BLUE). |
| ScholarGateデータセット ↗ |
|
|