Rao's score test in spatial econometrics

By Luc Anselin. 2001

220 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/bd832aac0009d98577ef25916f29a4991c1add23

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In Economics and Econometrics

Citations in the corpus

Properties of tests for spatial error components (2003, methodology): “The irregular layouts match as closely as possible the number of observations for the regular lattices, although their internal connectedness structure 13See Anselin (2001) for a more elaborate treatment.”
In-Field Movement of Glyphosate-Resistant Palmer Amaranth (Amaranthus palmeri) and Its Impact on Cotton Lint Yield: Evidence Supporting a Zero-Threshold Strategy (2014, methodology): “Although spatial regression techniques have been implemented in other areas of research (Anselin 2001; Goodchild et al. 2000), the application of spatial models in agriculture has been less extensive, with fewer models for addressing large-scale yield monitor datasets (Anselin et al. 2004).”
Spatial Analysis of Employment and Population Density: The Case of the Agglomeration of Dijon 1999 (2004, methodology): “SIRENE: Système Informatique pour le Répertoire des Entreprises et des Etablissements. econometric methods are used (LeSage 2002, 1999; Anselin 2001).”
Correlation Testing in Time Series, Spatial and Cross-Sectional Data (2007, methodology): “Anselin (2001) discussed LM tests for spatial independence against a related model where instead of combining (2.2) with (4.16), one incorporates spatially lagged y s in (2.2).”
Thirty years of spatial econometrics (2010, methodology): “A different paradigm, based on the maximum likelihood framework, is offered by Lagrange Multiplier or Rao Score tests, which have been developed to deal with a range of simple and complex spatial model alternatives, including both dependence and heterogeneity (Anselin 2001a).”
A Spatial Autocorrelation Approach for Examining the Effects of Urban Greenspace on Residential Property Values (2010, background): “This decision rule comes from the discovery that LM tests for spatial lag and spatial error model exhibit power against each other (Anselin 2001).”
A Spatial Hedonic Approach to Assess the Impact of Swine Production on Residential Property Values (2009, background): “For example, the nuisance parameter is not identified under the null hypothesis, resulting in a singular information matrix ( Anselin 2001b ).”
Environmental Kuznets curves: A spatial econometric approach (2006, background): “For technical details on all these tests see [4].”
Inference on Higher-Order Spatial Autoregressive Models with Increasingly Many Parameters (2015, unknown): “This model, allowing p > 1, has been studied by, e.g, Blommestein (1983), Huang (1984), Huang and Ahn (1992), Anselin (2001), Lee and Liu (2010) and Badinger and Egger (2013).”
Testing for Spatial Autocorrelation in a Fixed Effects Panel Data Model (2010, methodology): “Various test statistics, mainly based on the Lagrange Multiplier (LM) principle, have been elaborated in Anselin et al. (1996) and Anselin (2001).”
Under the hood (2002, methodology): “9For example, in Anselin et al. (1997) a variable is included that incorporates the effects of counties surrounding an MSA, as a “ring” variable, whereas those counties are not part of the data set for the dependent variable.”
Testing for Serial Correlation, Spatial Autocorrelation and Random Effects (2004, background): “Testing for spatial dependence has been extensively studied by Anselin (1988, 1999) and Anselin and Bera (1998), to mention a few.”
Small Sample Properties of Maximum Likelihood Versus Generalized Method of Moments Based Tests for Spatially Autocorrelated Errors (2009, methodology): “MLE assumes normally distributed errors, and the log-likelihood function for the data generating process outlined above is given by (see Anselin, 1988) lnL = −n 2 ln(2π)−n 2 ln(σ2)− 1 2σ2 (y−Xβ)′(I−ρW )′(I−ρW )(y−Xβ)+ln |I−ρW |.”
Spatial Econometrics (2007, background): “in Dubin (1988, 1992), and Basu and Thibodeau (1998). While this specification has a certain intuition, in the sense that it incorporates an explicit notion of spatial clustering as a function of the distance separating two observations (i.”
Standardized LM Tests for Spatial Error Dependence in Linear or Panel Regressions (2013, unknown): “However, most of the literature suggested or hinted at the use of I ◦ = I/ Var 12 ( I ); see, e.g., Anselin (2001), Kelejian and Prucha (2001) and Florax and de Graaﬀ (2004).”
A general method for third-order bias and variance corrections on a nonlinear estimator (2015, background): “1For theory and applications, see Cliff and Ord (1973, 1981), Ord (1975), Anselin (1988, 2001), Case (1991), Case, et al. (1993), Besley and Case (1995), Brueckner (1998), Anselin and Bera (1998), Kelejian and Prucha (1998, 1999, 2001), Bell and Bockstael (2000), Bertrand, et al. (2000), Topa…”
The Slx Model (2015, methodology): “…(2010) confirms that up to 2007 spatial econometricians were mainly interested in the SAR and SEM models, and points out that the seminal book by Anselin (1988) and the testing procedure for these models based on robust Lagrange Multiplier tests developed by Anselin et al. (1996) may be…”