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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 20 40 60 80 100 data TRUE OLS SAR Extreme Example of OLS vs SAR True Model: ( ) 2 0 1 0 1 , , ~ 0, [ 10, 2, 5, .9, ] y x u u Wu N W contiguities β β ρ ε ε σ β β σ 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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