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| 空間回帰(空間ラグモデルおよび空間誤差モデル)× | 分位点回帰× | |
|---|---|---|
| 分野 | 計量経済学 | 計量経済学 |
| 系統 | Regression model | Regression model |
| 提唱年≠ | 1988 | 1978 |
| 提唱者≠ | Luc Anselin | Koenker & Bassett |
| 種類≠ | Spatial regression (cross-sectional) | Conditional quantile regression |
| 原典≠ | Anselin, L. (1988). Spatial Econometrics: Methods and Models. Kluwer Academic Publishers. DOI ↗ | Koenker, R. & Bassett, G., Jr. (1978). Regression Quantiles. Econometrica, 46(1), 33-50. DOI ↗ |
| 別名≠ | spatial econometrics, spatial lag model, spatial error model, SAR / SEM | conditional quantile regression, regression quantiles, Kantil Regresyon |
| 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. | Quantile regression models conditional quantiles of an outcome - the median, the 25th or 75th percentile, and so on - rather than the conditional mean that OLS targets. Introduced by Koenker and Bassett in 1978, it reveals how predictors act across the whole distribution, including its tails. |
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