PROBIT WITH SPATIAL AUTOCORRELATION

被引：154

作者：

MCMILLEN, DP

机构：

[1] Department of Economics, University of Oregon, Eugene, Oregon

来源：

JOURNAL OF REGIONAL SCIENCE | 1992年 / 32卷 / 03期

关键词：

D O I：

10.1111/j.1467-9787.1992.tb00190.x

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

Commonly-employed spatial autocorrelation models imply heteroskedastic errors, but heteroskedasticity causes probit to be inconsistent. This paper proposes and illustrates the use of two categories of estimators for probit models with spatial autocorrelation. One category is based on the EM algorithm, and requires repeated application of a maximum-likelihood estimator. The other category, which can be applied to models derived using the spatial expansion method, only requires weighted least squares.

引用

页码：335 / 348

页数：14

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