异方差
拉格朗日乘数
空间异质性
残余物
空间相关性
记分测验
自相关
计量经济学
数学
空间计量经济学
统计
空间分析
乘数(经济学)
统计假设检验
数学优化
算法
经济
宏观经济学
生物
生态学
标识
DOI:10.1111/j.1538-4632.1988.tb00159.x
摘要
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.
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