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Specification tests on the structure of interaction in spatial econometric models

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Papers of the Regional Science Association

Abstract

The structural assumptions embedded in a particular form of a spatial connectivity or dependence matrix are often not explicitly treated in the statistical analysis of mixed regressive-spatial autoregressive models. This paper sees the evaluation of different structures as an application of tests on non-nested hypotheses. Several recently developed statistics are outlined and their appropriateness for spatial analysis discussed. The tests are illustrated empirically in simple models that incorporate spatial spill-over effects in the explanation of urban housing value.

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  1. Department of City and Regional Planning, The Ohio State University, 289 Brown Hall, 43210, Columbus, Ohio

    Luc Anselin

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Anselin, L. Specification tests on the structure of interaction in spatial econometric models. Papers of the Regional Science Association 54, 165–182 (1984). https://doi.org/10.1007/BF01940131

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