LAGRANGE MULTIPLIER TEST DIAGNOSTICS FOR SPATIAL DEPENDENCE AND SPATIAL HETEROGENEITY
LAGRANGE MULTIPLIER TEST DIAGNOSTICS FOR SPATIAL DEPENDENCE AND SPATIAL HETEROGENEITY
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DOI：
10.1111/j.1538-4632.1988.tb00159.x
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发表时间：
1988-01-01
影响因子：
3.6
通讯作者：
ANSELIN, L
中科院分区：
文献类型：
--
作者：
ANSELIN, L
作为拉格朗日乘子原理的应用，开发了几种用于评估由于空间依赖性和空间异质性而导致的模型误设的诊断方法。出发点是一个通用模型，其中包括空间滞后的因变量，空间残差自相关和异方差。特别注意的是，在空间滞后的因变量和异方差的存在下，空间残差自相关的测试。正式推导的测试，并说明了一些简单的经验的例子。
Several diagnostics for the assessment of model misspecification due to spatial dependence and spatial heterogeneity are developed as an application of the Lagrange Multiplier principle. The starting point is a general model which incorporates spatially lagged dependent variables, spatial residual autocorrelation and heteroskedasticity. Particular attention is given to tests for spatial residual autocorrelation in the presence of spatially lagged dependent variables and in the presence of heteroskedasticity. The tests are formally derived and illustrated in a number of simple empirical examples.