Lagrange Multiplier test diagnostics for spatial dependence and spatial heterogeneity

L. Anselin

Research output: Contribution to journalArticle

316 Citations (Scopus)

Abstract

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. -Author

Original languageEnglish (US)
Pages (from-to)1-17
Number of pages17
JournalGeographical Analysis
Volume20
Issue number1
StatePublished - 1988
Externally publishedYes

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multiplier
autocorrelation
diagnostic
test

ASJC Scopus subject areas

  • Geography, Planning and Development

Cite this

Lagrange Multiplier test diagnostics for spatial dependence and spatial heterogeneity. / Anselin, L.

In: Geographical Analysis, Vol. 20, No. 1, 1988, p. 1-17.

Research output: Contribution to journalArticle

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