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Misspecification in Linear Spatial Regression Models

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Author Info
Raymond J.G.M. Florax () (Vrije Universiteit Amsterdam and University of Amsterdam)
Peter Nijkamp () (Vrije Universiteit Amsterdam)

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Abstract

Spatial effects are endemic in models based on spatially referenced data. The increased awareness of the relevance of spatial interactions, spatial externalities and networking effects among actors, evoked the area of spatial econometrics. Spatial econometrics focuses on the specification and estimation of regression models explicitly incorporating such spatial effects. The multidimensionality of spatial effects calls for misspecification tests and estimators that are notably different from techniques designed for the analysis of time series. With that in mind, we introduce the notion of spatial effects, referring to both heterogeneity and interdependence of phenomena occurring in two-dimensional space. Spatial autocorrelation or dependence can be detected by means of cross-correlation statistics in univariate as well as multivariate data settings. We review tools for exploratory spatial data analysis and misspecification tests for spatial effects in linear regress! ion models. A discussion of specification strategies and an overview of available software for spatial regression analysis, including their main functionalities, intend to give practitioners of spatial data analysis a head start.

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Publisher Info
Paper provided by Tinbergen Institute in its series Tinbergen Institute Discussion Papers with number 03-081/3.

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Date of creation: 08 Oct 2003
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Handle: RePEc:dgr:uvatin:20030081

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Web page: http://www.tinbergen.nl/

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Related research
Keywords: spatial econometrics spatial autocorrelation spatial heterogeneity misspecification testing

Find related papers by JEL classification:
C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General - - - Hypothesis Testing
C21 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Cross-Sectional Models; Spatial Models; Treatment Effect Models
C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
R11 - Urban, Rural, and Regional Economics - - General Regional Economics - - - Analysis of Growth, Development, and Changes

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Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
  1. Anselin, Luc & Bera, Anil K. & Florax, Raymond & Yoon, Mann J., 1996. "Simple diagnostic tests for spatial dependence," Regional Science and Urban Economics, Elsevier, vol. 26(1), pages 77-104, February. [Downloadable!] (restricted)
  2. Florax, Raymond J. G. M. & Folmer, Hendrik & Rey, Sergio J., 2003. "Specification searches in spatial econometrics: the relevance of Hendry's methodology," Regional Science and Urban Economics, Elsevier, vol. 33(5), pages 557-579, September. [Downloadable!] (restricted)
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  3. Baltagi, Badi H. & Song, Seuck Heun & Koh, Won, 2003. "Testing panel data regression models with spatial error correlation," Journal of Econometrics, Elsevier, vol. 117(1), pages 123-150, November. [Downloadable!] (restricted)
    Other versions:
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(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

  1. Longhi, Simonetta & Nijkamp, Peter, 2006. "Forecasting regional labor market developments under spatial heterogeneity and spatial correlation," Serie Research Memoranda 0015, Free University Amsterdam, Faculty of Economics, Business Administration and Econometrics. [Downloadable!]
  2. Cem Ertur & Thiaw Kalidou, 2005. "Growth and Spatial Dependence - The Mankiw, Romer and Weil model revisited," ERSA conference papers ersa05p660, European Regional Science Association. [Downloadable!]
  3. Simonetta Longhi & Peter Nijkamp, 2005. "Forecasting Regional Labour Market Developments Under Spatial Heterogeneity and Spatial Autocorrelation," Tinbergen Institute Discussion Papers 05-041/3, Tinbergen Institute. [Downloadable!]
  4. Carla Sá & Raymond Florax & Piet Rietveld, 2004. "Determinants of the Regional Demand for Higher Education in The Netherlands: A Gravity Model Approach," Regional Studies, Taylor and Francis Journals, vol. 38(4), pages 375-392, June. [Downloadable!] (restricted)
  5. Stéphane VIROL (IERSO-IFReDE-GRES), 2006. "Three dimensions of regional integration process in Europe: an approach by spatial econometrics (In French)," Working Papers of GRES - Cahiers du GRES 2006-16, Groupement de Recherches Economiques et Sociales. [Downloadable!]
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