Spatial autocorrelation or model misspecification?

被引:68
|
作者
McMillen, DP [1 ]
机构
[1] Univ Illinois, Dept Econ, Chicago, IL 60680 USA
关键词
spatial autocorrelation; Lagrange multiplier (LM) tests; nonparametric; kernel regression;
D O I
10.1177/0160017602250977
中图分类号
X [环境科学、安全科学];
学科分类号
08 ; 0830 ;
摘要
A Monte Carlo experiment illustrates one of the pitfalls of spatial modeling. Specification tests indicate spatial autocorrelation when functional form misspecification is actually the only problem with the model. Incorrect functional forms and omitted variables that are correlated over space produce spurious spatial autocorrelation.
引用
收藏
页码:208 / 217
页数:10
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