空间计量模型中权重矩阵的类型与选择
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引用本文:王守坤.空间计量模型中权重矩阵的类型与选择[J].经济数学,2013,(3):57-63
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作者单位
王守坤 (江西财经大学 经济学院江西南昌330013) 
中文摘要:根据空间效应产生起点及理论基础的不同,归纳了现有空间计量文献中邻接矩阵、反距离矩阵、经济特征矩阵以及嵌套矩阵等主要权重形式,并总结了其共同点、优缺点、演变脉络及使用注意事项.针对截面式权重矩阵本身面临的限制构造了两种必要的转换,即通过转换实现对不同地理区域之间空间效应的考察,以及从截面权重到面板权重的转换.最后指出研究者应该尽量采用多种新方法来确定空间权重形式以使其更客观.
中文关键词:邻接权重矩阵  反距离权重矩阵  经济权重矩阵  嵌套权重矩阵
 
Several Types of Weights Matrix and Their Extended Logic
Abstract:According to their different logical origin and theoretical basis,this paper summarized several types of weights matrix in the existing spatial econometric literatures and their extended skeleton,including contiguity based weights matrix,inverse istance weights matrix,economic based weights matrix and nested weights matrix.In addition,it illustrated the advantages and disadvantages of them, and to what we should pay attention when making use of them. Then, this paper introduced two required conversion of the cross section weights matrix if we want to investigate the spatial effects between different geographical regions and regress spatial panel data model. Finally,it points out that the selecting puzzle about spatial weights matrix will be more and more objective on the basis of the latest literatures.
keywords:contiguity based weights matrix  inverse istance weights matrix  economic based weights matrix  nested weights matrix
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