The Biggest Myth in Spatial Econometrics
The Biggest Myth in Spatial Econometrics
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DOI：
10.3390/econometrics2040217
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发表时间：
2014-12-01
期刊：
影响因子：
1.5
通讯作者：
Pace, R. Kelley
中科院分区：
文献类型：
--
作者：
LeSage, James P.;Pace, R. Kelley
几乎普遍的共识是，空间回归模型的估计和推断对这些模型中用于空间权重结构的特定规范很敏感。如果估计和推断是基于一个明确指定的空间回归模型的真实偏导数，我们发现这种普遍持有的信念几乎没有理论基础。我们得出的结论是，这种误解可能是由于过去的应用工作错误地解释了模型系数，就好像它们是偏导数一样，或者是由于使用了错误指定的模型。
There is near universal agreement that estimates and inferences from spatial regression models are sensitive to particular specifications used for the spatial weight structure in these models. We find little theoretical basis for this commonly held belief, if estimates and inferences are based on the true partial derivatives for a well-specified spatial regression model. We conclude that this myth may have arisen from past applied work that incorrectly interpreted the model coefficients as if they were partial derivatives, or from use of misspecified models.