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패널 공간 자기상관×공간 자기상관×
분야공간분석공간분석
계열Regression modelRegression model
기원 연도1988–20031950
창시자Anselin, L.; Elhorst, J. P.P. A. P. Moran (global measure, 1950); Roy Geary (Geary's C, 1954); Luc Anselin (LISA, 1995)
유형Diagnostic test / exploratory statisticSpatial statistic / exploratory spatial data analysis
원전Anselin, L. (2013). Spatial Econometrics: Methods and Models. Springer Netherlands. (Originally published 1988.) ISBN: 978-9401577991Moran, P. A. P. (1950). Notes on continuous stochastic phenomena. Biometrika, 37(1/2), 17–23. DOI ↗
별칭spatial autocorrelation in panel data, panel spatial dependence, spatio-temporal autocorrelation, cross-sectional dependence in panelsspatial dependence, geographic autocorrelation, spatial clustering measure, SA
관련55
요약Panel Spatial Autocorrelation measures whether observations that are geographically close also tend to have similar values across repeated time periods. It extends classic cross-sectional spatial autocorrelation statistics such as Moran's I to panel data, enabling researchers to detect spatial dependence consistently over time and to diagnose whether a panel regression model requires a spatial component.Spatial autocorrelation quantifies the degree to which a variable's values at nearby locations resemble each other more (positive autocorrelation) or less (negative autocorrelation) than expected by chance. Global indices such as Moran's I summarise the pattern across the entire study area, while local variants reveal clusters and outliers at the level of individual observations.
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