Estimation of Regression Coefficients in the Presence of Spatially Autocorrelated Error Terms
提出一种最大似然方法,可同时估计空间自相关函数参数和回归系数,并提供了检验空间自相关是否存在的统计检验,通过特征价格回归实例展示该技术。
Spatial autocorrelation occurs when population members are related through their geographic location. This paper presents a maximum likelihood procedure for simultaneously estimating the parameters of the correlation function and the regression coefficients. A test for the presence of spatial autocorrelation is also provided. Estimation of an hedonic regression illustrates the technique. Copyright 1988 by MIT Press.