Local spatial heteroscedasticity (LOSH)

The Annals of Regional Science volume 48, pages529–539(2012)Cite this article

Abstract

In keeping with the Annals of Regional Science 50-year tradition of emphasizing spatial analytic contributions, a new statistic, H i , is introduced as an extension of the recent work on map pattern analysis using local spatial criteria. In conjunction with local statistics for the mean level of a spatial process, H i tests for local spatial heteroscedasticity. The statistic measures spatial variability while attempting to avoid the pitfalls of using the non-spatial F test in georeferenced situations. H i is defined and suitably scaled, and an inferential procedure is given. Three artificial cases are explored: a random pattern, a cluster pattern of high values, and a binary-based cluster. The statistic may be used to identify boundaries of clusters and to describe the nature of heteroscedasticity within clusters.

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Affiliations

  1. McDonough School of Business, Georgetown University, Washington, DC, 20057, USA

    J. Keith Ord

  2. Department of Geography, San Diego State University, San Diego, CA, 92182, USA

    Arthur Getis

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  1. J. Keith Ord
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  2. Arthur Getis
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Correspondence to Arthur Getis.

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Ord, J.K., Getis, A. Local spatial heteroscedasticity (LOSH). Ann Reg Sci 48, 529–539 (2012). https://doi.org/10.1007/s00168-011-0492-y

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JEL Classification

  • C21
  • C46
  • C51