Lagrange Multiplier Test Diagnostics for Spatial Dependence and Spatial Heterogeneity

By Luc Anselin. 2010

810 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Management Science and Operations Research, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/514728064c69c844b059902cbf38311620251b06

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Citations in the corpus

Geographical random forests: a spatial extension of the random forest algorithm to address spatial heterogeneity in remote sensing and population modelling (2019, methodology): “To investigate this, we employ the commonly used Moran ’ s I Index (MI) (Moran 1948; Anselin 2010; Equation (5)) to assess the level of residual autocorrelation in incrementally increasing distance ranges. where n is the number of data points, z i ¼ x i (cid:2) x ; x is the mean value of x , M ¼ P…”
Does industrial upgrading promote eco-efficiency? ─A panel space estimation based on Chinese evidence (2021, neutral): “…then the log-likelihood function of (3) is: log L= − NT 2 log ( 2πσ2 ) + T log|IN − δW| − 1 2σ2 ∑N i=1 ∑T t=1 ( yit − δ ∑N j=1 ωijyjt − xitβ − μi )2 (4) The second term on the right is the Jacobian term obtained from the conversion of ε, which considers the endogeneity of ∑ jωijyjt (Anselin, 1988).”
Testing for Spatial Autocorrelation in a Fixed Effects Panel Data Model (2010, methodology): “However, for the last two subperiods, we use a LR test to assess the significant of individual effects since the Chow statistic is affected by the presence of spatial autocorrelation (Anselin, 1988).”
Comparing Implementations of Estimation Methods for Spatial Econometrics (2015, methodology): “2 The Python (van Rossum 1995) spatial analysis library (PySAL; Rey and Anselin 2010)3 has also been launched. Since the R (R Development Core Team 2012) language and environment became available in the 1990s, collaborative code development has proceeded with varying speed. Initial attempts to imple”
A spatial econometric analysis of land use efficiency in large and small municipalities (2017, positive): “Spatial econometric models (Anselin, 1988a) are set up accounting explicitly for spatial spillovers in econometric modelling using a spatial contiguity matrix W , whose elements express the geographical contiguity relationships between the units in rows and columns.”
Is farmer-to-farmer extension effective? The impact of training on technology adoption and rice farming productivity in Tanzania (2018, background): “10 For details of the spatial model derivation, see Anselin (2010), for example. Y. Nakano et al. /World Development 105 (2018) 336–351 345”
Growth in a Cross-section of Cities: Location, Increasing Returns or Random Growth? (2015, positive): “In a first step, we implement spatial hypothesis tests such as the Lagrange multiplier and Moran’s I tests (see Moran, 1950; Anselin, 1988) to assess the spillover effects between neighbouring locations in the residuals of the above regression models. In a second step, we estimate a spatial error mo”
Spatial Econometrics (2007, methodology): “This can be implemented by means of a joint test (Anselin, 1988c) or by constructing tests that are robust to the presence of local misspecification of the other form (Anselin et al.”
Simple Regression‐Based Tests for Spatial Dependence (2009, methodology): “Anselin (2001) lists a statistic developed by Moran (1948) as the most commonly used test for spatial correlation.”