Comparison_2_of_OLS_SAR

Comparison_2_of_OLS_SAR - Extreme Example of OLS vs SAR ( y...

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0 2 4 6 8 10 12 14 16 18 20 -80 -60 -40 -20 0 40 60 80 100 data TRUE OLS SAR Extreme Example of OLS vs 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 = 0.305 *************************************************************** VAR COEFF t-VAL P-VAL const 70.292966 3.388295 0.001638 x -4.864506
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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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