LM tests for functional form and spatial error correlation form and spatial error correlation

Research output: Contribution to journalArticle

36 Scopus citations

Abstract

This article derives Lagrangian multiplier (LM) tests to jointly test for functional form and spatial error correlation. In particular, this article tests for linear and log-linear models with no spatial error dependence against a more general Box-Cox model with spatial error correlation. Conditional LM tests and modified Rao score tests that guard against local misspecification are also derived. These tests are easy to implement and are illustrated using Anselin's crime data. The performance of these tests is also compared using Monte Carlo experiments.

Original languageEnglish (US)
Pages (from-to)194-225
Number of pages32
JournalInternational Regional Science Review
Volume24
Issue number2
DOIs
StatePublished - Apr 2001
Externally publishedYes

ASJC Scopus subject areas

  • Environmental Science(all)
  • Social Sciences(all)

Fingerprint Dive into the research topics of 'LM tests for functional form and spatial error correlation form and spatial error correlation'. Together they form a unique fingerprint.

  • Cite this