Skip to main content Accessibility help
×
Home
Hostname: page-component-684899dbb8-t7hbd Total loading time: 0.395 Render date: 2022-05-16T13:19:18.214Z Has data issue: false Feature Flags: { "shouldUseShareProductTool": true, "shouldUseHypothesis": true, "isUnsiloEnabled": true, "useRatesEcommerce": false, "useNewApi": true }

NONTESTABILITY OF EQUAL WEIGHTS SPATIAL DEPENDENCE

Published online by Cambridge University Press:  31 May 2011

Federico Martellosio*
Affiliation:
University of Reading
*
*Address correspondence to Federico Martellosio, School of Economics, University of Reading, Whiteknights, Reading RG6 6AW, UK; e-mail: f.martellosio@reading.ac.uk.

Abstract

We show that any invariant test for spatial autocorrelation in a spatial error or spatial lag model with equal weights matrix has power equal to size. This result holds under the assumption of an elliptical distribution. Under Gaussianity, we also show that any test whose power is larger than its size for at least one point in the parameter space must be biased.

Type
NOTES AND PROBLEMS
Copyright
Copyright © Cambridge University Press 2011

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)

References

Arnold, S.F. (1979) Linear models with exchangeably distributed errors. Journal of the American Statistical Association 74, 194199.CrossRefGoogle Scholar
Baltagi, B.H. (2006) Random effects and spatial autocorrelation with equal weights. Econometric Theory 22, 973984.CrossRefGoogle Scholar
Baltagi, B.H. & Liu, L. (2009) Spatial lag test with equal weights. Economics Letters 104, 8182.CrossRefGoogle Scholar
Baltagi, B.H. & Liu, L. (2010) Spurious spatial regression with equal weights. Statistics and Probability Letters 80, 16401642.CrossRefGoogle Scholar
Gross, L. & Yellen, J., eds. (2004) Handbook of Graph Theory. CRC Press.Google Scholar
Kariya, T. (1980a) Locally robust tests for serial correlation in least squares regression. Annals of Statistics 8, 10651070.CrossRefGoogle Scholar
Kariya, T. (1980b). Note on a condition for equality of sample variances in a linear model. Journal of the American Statistical Association 75, 701703.CrossRefGoogle Scholar
Kelejian, H.H. & Prucha, I.R. (2002) 2SLS and OLS in a spatial autoregressive model with equal spatial weights. Regional Science and Urban Economics 32, 691707.CrossRefGoogle Scholar
Kelejian, H.H., Prucha, I.R., & Yuzefovich, Y. (2006) Estimation problems in models with spatial weighting matrices which have blocks of equal elements. Journal of Regional Science 46, 507515.CrossRefGoogle Scholar
Lehmann, E.L. & Romano, J. (2005) Testing Statistical Hypotheses. Springer.Google Scholar
Marsh, P. (2007) The available information for invariant tests of a unit root. Econometric Theory 23, 686710.CrossRefGoogle Scholar
Martellosio, F. (2010). Power properties of invariant tests for spatial autocorrelation in linear regression. Econometric Theory 26, 152186.CrossRefGoogle Scholar
Smith, T.E. (2009) Estimation bias in spatial models with strongly connected weight matrices. Geographical Analysis 41, 307332.CrossRefGoogle Scholar
6
Cited by

Save article to Kindle

To save this article to your Kindle, first ensure coreplatform@cambridge.org is added to your Approved Personal Document E-mail List under your Personal Document Settings on the Manage Your Content and Devices page of your Amazon account. Then enter the ‘name’ part of your Kindle email address below. Find out more about saving to your Kindle.

Note you can select to save to either the @free.kindle.com or @kindle.com variations. ‘@free.kindle.com’ emails are free but can only be saved to your device when it is connected to wi-fi. ‘@kindle.com’ emails can be delivered even when you are not connected to wi-fi, but note that service fees apply.

Find out more about the Kindle Personal Document Service.

NONTESTABILITY OF EQUAL WEIGHTS SPATIAL DEPENDENCE
Available formats
×

Save article to Dropbox

To save this article to your Dropbox account, please select one or more formats and confirm that you agree to abide by our usage policies. If this is the first time you used this feature, you will be asked to authorise Cambridge Core to connect with your Dropbox account. Find out more about saving content to Dropbox.

NONTESTABILITY OF EQUAL WEIGHTS SPATIAL DEPENDENCE
Available formats
×

Save article to Google Drive

To save this article to your Google Drive account, please select one or more formats and confirm that you agree to abide by our usage policies. If this is the first time you used this feature, you will be asked to authorise Cambridge Core to connect with your Google Drive account. Find out more about saving content to Google Drive.

NONTESTABILITY OF EQUAL WEIGHTS SPATIAL DEPENDENCE
Available formats
×
×

Reply to: Submit a response

Please enter your response.

Your details

Please enter a valid email address.

Conflicting interests

Do you have any conflicting interests? *