著者
奥村 誠 足立 康史 吉川 和広
出版者
Japan Society of Civil Engineers
雑誌
土木計画学研究・論文集 (ISSN:09134034)
巻号頁・発行日
vol.7, pp.115-122, 1989-12-01 (Released:2010-06-04)
参考文献数
10

Spatial data are characterized by spatial interdependence and heterogeneity which give a variety of measurement problems. Heterogeneity can be covered by some econometrical techniques for model with non-spherical error term. Though spatial interdependence is considered as a “statistical noise” in the field of econometrics to date, how to model spatial interaction is the main subject in regional modeling. However, most of empirical works fails to take into account the interdependence effects in estimation or tests.In this paper, we consider a family of simultaneous spatial models which explicitly contain spatial interdependence. The most popular OLS estimator is neither unbiased nor consistent. We propose a new consistent and efficient estimator, that is named Two Stage Generalized Least Squares (2SGLS) Estimator. OLS bias, efficiency of 2SGLS and 2SLS estimator are numerically assessed. We conclude by discussing the applicability of 2SLS and 2SGLS estimator.

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件の、「ヤジの帝王」おおさか〇新の足立議員の修論 "Spatial Interdependence Modeling and Estimation Technique" https://t.co/VsrCjbk1Uo 研究のほうが向いてたのではと思った。

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