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공간 회귀분석 (공간 시차 및 공간 오차 모형)×최소제곱법(OLS) 회귀×
분야계량경제학계량경제학
계열Regression modelRegression model
기원 연도19882019
창시자Luc AnselinWooldridge (textbook treatment); classical least squares
유형Spatial regression (cross-sectional)Linear regression
원전Anselin, L. (1988). Spatial Econometrics: Methods and Models. Kluwer Academic Publishers. DOI ↗Wooldridge, J. M. (2019). Introductory Econometrics: A Modern Approach (7th ed.). Cengage Learning. ISBN: 978-1337558860
별칭spatial econometrics, spatial lag model, spatial error model, SAR / SEMordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonu
관련55
요약Spatial regression is a family of regression models that build geographic neighbourhood relationships directly into the model, introduced by Luc Anselin in his 1988 treatment of spatial econometrics. It splits into a spatial lag model, where spatial dependence sits in the dependent variable, and a spatial error model, where the dependence sits in the error term.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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