Comparison_1_of_OLS_SAR

Comparison_1_of_OLS_SAR - Comparison of OLS and SAR ( y = 0...

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0 2 4 6 8 10 12 14 16 18 20 0 30 40 50 60 70 80 data TRUE OLS SAR Comparison of OLS and SAR True Model: ( ) 2 01 ,, ~ 0 , [ 10, 2, 5, .9, ] yx u u W uN W contiguities β βρ ε σ ββ ρ =+ + = + == = OLS Estimation: R-square = 0.674 *************************************************************** VAR COEFF t-VAL P-VAL const 3.957464 0.676737 0.253588 x 2.979515 6.103439
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This note was uploaded on 09/14/2011 for the course ESE 502 taught by Professor Ese502 during the Fall '08 term at UPenn.

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