Experimental and Empirical Investigations on the Spatial Error Model

空间误差模型的实验和实证研究

• 批准号: 21530199
• 负责人: KATO Takafumi
• 金额: $ 1.25万
• 依托单位: Nagoya University
• 依托单位国家: 日本
• 项目类别: Grant-in-Aid for Scientific Research (C)
• 财政年份: 2009
• 资助国家: 日本
• 起止时间: 2009 至 2011
• 项目状态: 已结题
• 来源: https://kaken.nii.ac.jp/grant/KAKENHI-PROJECT-21530199/
• 关键词: 空間自己相関; 推定精度; 予測精度

A regression model is called a spatial error model when spatial autocorrelation is present in the disturbance. A spatial error model is classified into one of two types on the basis of the method of specification of spatial autocorrelation. The first type is defined using a correlation function, which is a device to specify the autocorrelation in a direct manner, whereas the second type is defined using a weight matrix, which is a device to specify it in an indirect manner. The purpose of the present study is to evaluate the performance of spatial error models using experimental and empirical approaches. As errors cannot be assumed to be absent in any specification, choosing a relatively well-performing model is a good policy in order to allow for such errors. Methodological issues are addressed with regard to both estimation and prediction, and some results are presented that support the combined use of the two types of models.

当扰动中存在空间自相关时，回归模型称为空间误差模型。基于空间自相关规范的方法，将空间误差模型分为两类。第一种类型是使用关联函数定义的，这是一种以直接方式指定自相关性的方法，而第二种类型是使用权重矩阵定义的，这是一种以间接方式指定自相关性的方法。本研究的目的是利用实验和经验方法来评估空间误差模型的性能。由于不能假定在任何规范中都不存在错误，因此选择性能相对较好的模型是一个很好的策略，以便允许出现此类错误。本文讨论了关于估计和预测的方法问题，并提出了一些支持两种模型联合使用的结果。

项目成果

Prediction in the lognormal regression model with spatial error dependence

• DOI: 10.1016/j.jhe.2012.01.003
• 发表时间: 2012-03
• 期刊: Journal of Housing Economics
• 影响因子: 2.4
• 作者: Takafumi Kato

Usefulness of the Information Contained in the Prediction Sample for the Spatial Error Model

预测样本中包含的信息对于空间误差模型的有用性

• DOI: 10.1007/s11146-011-9345-9
• 发表时间: 2012
• 期刊: Journal of Real Estate Finance and Economics
• 影响因子: 1.9
• 作者: Kato;Takafumi;野田英雄・姜興起;橋本直樹;鈴木純;西埜晴久;橋本直樹;姜興起・野田英雄;Takafumi Kato;佐々木亘;橋本直樹;西埜晴久;野田英雄・姜興起;Takafumi Kato
• 通讯作者: Takafumi Kato