A note on testing for spatial error components

Fernando Carriazo; Edward Coulson

doi:10.1016/j.regsciurbeco.2009.08.001

A note on testing for spatial error components

Fernando Carriazo, Edward Coulson

Research output: Contribution to journal › Research Article › peer-review

2 Scopus citations

Abstract

The two tests for spatial error components are the Kelejian-Robinson (KR) test and the LM test developed by Anselin (2001). We develop a new form for the LM test which facilitates comparisons to the KR test, and show why the LM test is superior. We develop a second test in the spirit of KR which overcomes this particular shortcoming, but in fact incurs a second shortcoming which renders it inferior even to the original KR test. We discuss this failure as well.

Original language	English (US)
Pages (from-to)	331-335
Number of pages	5
Journal	Regional Science and Urban Economics
Volume	40
Issue number	5
DOIs	https://doi.org/10.1016/j.regsciurbeco.2009.08.001
State	Published - Sep 2010
Externally published	Yes

All Science Journal Classification (ASJC) codes

Economics and Econometrics
Urban Studies

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10.1016/j.regsciurbeco.2009.08.001

Cite this

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abstract = "The two tests for spatial error components are the Kelejian-Robinson (KR) test and the LM test developed by Anselin (2001). We develop a new form for the LM test which facilitates comparisons to the KR test, and show why the LM test is superior. We develop a second test in the spirit of KR which overcomes this particular shortcoming, but in fact incurs a second shortcoming which renders it inferior even to the original KR test. We discuss this failure as well.",

author = "Fernando Carriazo and Edward Coulson",

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AU - Coulson, Edward

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AB - The two tests for spatial error components are the Kelejian-Robinson (KR) test and the LM test developed by Anselin (2001). We develop a new form for the LM test which facilitates comparisons to the KR test, and show why the LM test is superior. We develop a second test in the spirit of KR which overcomes this particular shortcoming, but in fact incurs a second shortcoming which renders it inferior even to the original KR test. We discuss this failure as well.

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SP - 331

EP - 335

JO - Regional Science and Urban Economics

JF - Regional Science and Urban Economics

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ER -

A note on testing for spatial error components

Abstract

All Science Journal Classification (ASJC) codes

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