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패널 공간 더빈 모형×공간 더빈 모형(SDM)×
분야공간분석공간분석
계열Regression modelRegression model
기원 연도2009–20102009
창시자LeSage & Pace (2009); panel extension by Elhorst (2010)LeSage & Pace
유형Spatial panel regressionSpatial regression model
원전Elhorst, J. P. (2014). Spatial Econometrics: From Cross-Sectional Data to Spatial Panels. Springer. ISBN: 978-3642403408LeSage, J. & Pace, R. K. (2009). Introduction to Spatial Econometrics. CRC Press. DOI ↗
별칭SDM panel, spatial Durbin panel model, panel SDM, PSDMSDM, spatial mixed model, uzamsal durbin modeli
관련55
요약The Panel Spatial Durbin Model (PSDM) extends the cross-sectional Spatial Durbin Model to panel data, capturing both spatial lag dependence in the outcome and spatial spillovers from neighbouring units' explanatory variables across multiple time periods. It simultaneously accounts for unobserved unit-specific and time-specific heterogeneity, making it one of the most comprehensive spatial panel specifications available.The Spatial Durbin Model is a general spatial regression model that includes a spatial lag of both the dependent variable (ρWy) and the explanatory variables (WXθ). Introduced as the recommended starting point by LeSage and Pace (2009), it nests the spatial autoregressive (SAR) and spatial error (SEM) models as special cases.
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