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공간 더빈 모형(SDM)×최소제곱법(OLS) 회귀×
분야공간분석계량경제학
계열Regression modelRegression model
기원 연도20092019
창시자LeSage & PaceWooldridge (textbook treatment); classical least squares
유형Spatial regression modelLinear regression
원전LeSage, J. & Pace, R. K. (2009). Introduction to Spatial Econometrics. CRC Press. DOI ↗Wooldridge, J. M. (2019). Introductory Econometrics: A Modern Approach (7th ed.). Cengage Learning. ISBN: 978-1337558860
별칭SDM, spatial mixed model, uzamsal durbin modeliordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonu
관련55
요약The 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.Ordinary Least Squares is the classical linear regression method that explains a continuous outcome as a linear combination of predictors. It estimates the coefficients by minimising the sum of squared residuals, and under the Gauss-Markov assumptions these estimates are the best linear unbiased estimator (BLUE).
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