SPATIAL DEPENDENCE AND SPATIAL STRUCTURAL INSTABILITY IN APPLIED REGRESSION ANALYSIS

Luc Anselin

Research output: Contribution to journalArticle

141 Scopus citations

Abstract

The stability of regression coefficients over the observation set (“regional homogeneity”) is typically assessed by means of a Chow test or within a seemingly unrelated regression (SUR) framework. When spatial error autocorrelation is present in cross‐sectional equations the traditional tests are no longer applicable. I evaluate this both in formal terms as well as empirically. I introduce a taxonomy of spatial effects in models for structural instability, and discuss its implication for testing. I compare the performance of traditional tests, robust approaches, maximum‐likelihood procedures and pretest techniques by means of a series of simple Monte Carlo experiments.

Original languageEnglish (US)
Pages (from-to)185-207
Number of pages23
JournalJournal of Regional Science
Volume30
Issue number2
DOIs
StatePublished - May 1990

ASJC Scopus subject areas

  • Development
  • Environmental Science (miscellaneous)

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