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부산 아파트 실거래가를 이용한 전통적 헤도닉모형과 공간계량모형간의 적합도에 관한 비교 연구
Comparative Study of the Fitness between Traditional OLS Models and Spatial Econometrics Models Using the Real Transaction Housing Price in the Busan
김성우 ( Sung Woo Kim ) , 정건섭 ( Kyoun Sup Chung )
UCI I410-ECN-0102-2012-230-002293855

The study is investigated the comparison in terms of Adj R²(i.e., goodness of fit) and several indicators such as LR(Log Likelihood), AIC(Akaike Information), SC(Schwarz Criterion) between traditional OLS(ordinary lest square) and spatial econometrics models. In order to do so, the traditional OLS models are used such as (1) the basic hedonic price regression model, (2) basic model plus regional dummy model, and (3) basic model plus regional dummy model plus quarterly time dummy model. On the other hand, the spatial econometrics models are used such as (1) SAR(spatial autoregressive model), (2) SEM(spatial error model), and (3) SAC(general spatial models). The major finding of the study is that the SAC is the best fit among several models considering the various indicators. And the SAC is parsimonious in terms of model specification, keeping explanatory power or better comparing other models. The study has a limitation, though. Maybe, the OLS is superior to the spatial econometrics models if the research area can be segmented into the correct sub-markets, which will be further studied.

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