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공간 시차 모형 (SAR / 공간 자기회귀)×최소제곱법(OLS) 회귀×
분야공간분석계량경제학
계열Regression modelRegression model
기원 연도19882019
창시자Anselin (textbook formalisation); LeSage & PaceWooldridge (textbook treatment); classical least squares
유형Spatial autoregressive regressionLinear regression
원전Anselin, L. (1988). Spatial Econometrics: Methods and Models. Kluwer Academic. DOI ↗Wooldridge, J. M. (2019). Introductory Econometrics: A Modern Approach (7th ed.). Cengage Learning. ISBN: 978-1337558860
별칭SAR model, spatial autoregressive model, spatial lag, Uzamsal Gecikme Modeli (SAR / Spatial Lag)ordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonu
관련55
요약The 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.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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