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전역 공간 패널 모형×공간 오차 모형(SEM)×
분야공간분석공간분석
계열Regression modelRegression model
기원 연도2003-20101988
창시자Elhorst, J. P.; Lee, L. F. & Yu, J.Anselin
유형Spatial panel regressionSpatial regression (spatially autocorrelated errors)
원전Elhorst, J. P. (2014). Spatial Econometrics: From Cross-Sectional Data to Spatial Panels. Springer. ISBN: 978-3642403408Anselin, L. (1988). Spatial Econometrics: Methods and Models. Kluwer Academic. DOI ↗
별칭spatial panel model with global weights, global spatial panel regression, spatial panel data model, GSPMSEM, spatial error regression, spatial autoregressive error model, Uzamsal Hata Modeli (SEM / Spatial Error)
관련45
요약The Global Spatial Panel Model extends panel data regression by incorporating a global spatial weights matrix that links every location to every other location simultaneously. It jointly accounts for cross-sectional spatial dependence, time-series dynamics, and individual fixed or random effects, making it the standard workhorse for panel data when spatial spillovers operate across the full study region.The Spatial Error Model, developed within Anselin's spatial econometrics framework (1988), is a regression model that assumes spatial dependence enters through the error term: the disturbances of neighbouring units are correlated. It is used when unobserved shared factors make the errors of nearby observations move together, and it is estimated by maximum likelihood or GMM rather than ordinary least squares.
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