Y a x 219 dat a set s i ncl ude mul t i pl e obser

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Unformatted text preview: aach i ndi vi dual or uni t , has become more popul ar wi t h t he 3. Heterogeneidade Espacial panel dat a set s. To gi ve t hi s some f orm, l et t he n × 1 vect or t i ndividual O tproblema de heterogeneidade surge quando é possível identificar • in er cept s. diferentes interceptos para diferentes indivíduos. y = a+ X β (2.19) dat a set s i ncl ude mul t i pl e obser vat i ons f or each uni t , so r of par amet er s such as a is feasible. In a spat ial cont ext l l y st ruct ur ed random effect vect or. M aki ng an assumpt i on t hat y = a+ Xβ (2.19) l uni t s i n cl ose proxi mi t y should exhibit effect s l evels t hat are ose fr omt a set s bncr ude unitt s lpr obser vatoons wayeachmodeling spat ial panel da neigh i o l ing mul i p e ov ides i ne f or of uni t , so . ecthisocanr bmetmplementsed is y asible.ningat spatspat onlt ext or egr esv T or f pa a e i er s such a a b fea ssig In he ial cia aut shonl y aisi n( 2.20) eandi onv21) at o rinterceptosenvrect.torhe veict t ercept s a. e own n gl e obs r vat o2.or e de govern e can txea t of nor onde a é ( f etor ch egi on w t h 1 lentst ruct urssurandam eindepect or. M aki ng.an assumpt i on t hat l y , we a ed me o is ffect v endent of X l uni t s i n cl ose proxi mi t y should exhibit effect s l evels t hat are • Na situação onde há apenas uma única observação para cada região, ose fr om neighbor ing unit s pr ov ides one way of modeling spat ial é possível assumir que a é um vetor de efeito aleatório espacial. y. T his can be i mplement ed by assigning t he spat ial aut or egr esa 2. ρ o esta (2.20 próximos é shown i n ( 2•20) and (= 21)que+ vern t he vect or of apenas para. vizinhos ) . AdmitindoWt a go ε relação ocorre i nt ercept s a p a is indep endent of X 1 espacial. A ent , we assume ossível implementar um modelo de heterogeneidade 21) a = ( I n − ρW ) − . ε (2. princípio considera-se a e X como independentes. e i nt roduced t a = scalar paramet er ρ and a scal ar noi se vari ance he ρW a + ε (2.20)...
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