Spatial lag test with equal weights

被引：9

作者：

Baltagi, Badi H. ^{[1
,3
]}

Liu, Long ^{[2
]}

机构：

[1] Syracuse Univ, Ctr Policy Res, Syracuse, NY 13244 USA

[2] Univ Texas San Antonio, Dept Econ, San Antonio, TX 78249 USA

[3] Univ Leicester, Leicester LE1 7RH, Leics, England

来源：

ECONOMICS LETTERS | 2009年 / 104卷 / 02期

关键词：

Spatial error correlation; Equal weights; Lagrange multiplier;

D O I：

10.1016/j.econlet.2009.04.008

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

This note shows that for a spatial regression with equal weights, the LM test is always equal to N/2(N-1) where N is the sample size. This means that this test statistics is a function of N and not a function of the spatial parameter rho. In fact, this test statistic tends to one half for N tending to infinity. The null hypothesis of no spatial correlation is never rejected no matter what rho is. (C) 2009 Elsevier B.V. All rights reserved.

引用

页码：81 / 82

页数：2

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