存在空间自相关误差项时回归系数的估计

Estimation of Regression Coefficients in the Presence of Spatially Autocorrelated Error Terms

Review of Economics and Statistics · 1988
被引 368 · 同刊同年前 6%
人大 AFT50ABS 4

中文导读

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。

Abstract

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.

空间自相关回归系数估计最大似然估计空间误差模型