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패널 공간 더빈 모형×공간 시차 모형 (SAR / 공간 자기회귀)×
분야공간분석공간분석
계열Regression modelRegression model
기원 연도2009–20101988
창시자LeSage & Pace (2009); panel extension by Elhorst (2010)Anselin (textbook formalisation); LeSage & Pace
유형Spatial panel regressionSpatial autoregressive regression
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 ↗
별칭SDM panel, spatial Durbin panel model, panel SDM, PSDMSAR model, spatial autoregressive model, spatial lag, Uzamsal Gecikme Modeli (SAR / Spatial Lag)
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 Lag Model is an autoregressive regression that assumes spatial dependence in the dependent variable itself: the outcome values of neighbouring units enter the model as an explanatory term (ρWy). It was formalised in Anselin's Spatial Econometrics (1988) and developed further by LeSage and Pace (2009), and it decomposes spillover effects into direct, indirect, and total impacts.
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