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Properties of tests for spatial dependence in linear regression models

Properties of tests for spatial dependence in linear regression models,L. Anselin,S. Rey

Properties of tests for spatial dependence in linear regression models   (Citations: 155)
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Published in 1991.
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    • ...Anselin and Rey (1991) showed how the Moran I (MI) and Lagrange multiplier are used for different situations, different sample sizes, alternative spatial structures, and under the nonstandard error distributions (14)...

    P. N. DADHICHet al. Spatial investigation of the temporal urban form to assess impact on t...

    • ...The test statistics used to determine whether spatial autocorrelation exists are (1) Moran’s I and (2) the Lagrange multiplier (...

    Charlotte Hamet al. Accounting for Heterogeneity of Public Lands in Hedonic Property Model...

    • ...In particular, Anselin and Rey (1991) demonstrated finite sample properties of Moran’s I and related LM test statistics (see also Anselin and Florax 1995; Anselin et al. 1996)...
    • ...It is known that Moran’s I statistic has some robustness to the distributional assumption; however, the application of Moran test depends on the regressors and the structure of spatial contiguity (see Anselin and Rey 1991; Anselin and Florax 1995)...

    Kuan-Pin Linet al. The Size and Power of Bootstrap Tests for Spatial Dependence in a Line...

    • ...In order to decide the most appropriate specification in this context, the classical approach in the spatial econometric literature was followed and the degree of statistical significance of the various Lagrange multiplier tests was considered (Anselin and Rey, 1991)...

    Roberto Ezcurra. Unemployment Volatility and Regional Specialization in the European Un...

    • ...To overcome this disadvantage, the Moran scatterplot and local indicators of spatial association (LISA) were defined and created by Anselin to detect where the local spatial clusters of high or low values are, which zones contribute more to the global spatial autocorrelation and where the atypical localizations masked by spatial autocorrelations lie [16]...
    • ...There are two types of spatial autoregressive models depending on how the spatial dependency enters the regression model [16]...
    • ...Lagrange Multiplier (LM) robust diagnostics calculated from the results of the OLS estimator can be used to test spatial dependence in both spatial regression models and detect which model is more appropriate [16]...

    Peiyang Chen. Spatial data analysis of regional inequality in Fujian province in Chi...

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