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Interpretation of structural parameters for models with spatial autoregression

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  • Michal Bernard Pietrzak

    ()
    (Nicolaus Copernicus University, Poland)

Abstract

The main purpose of the article is to consider a important issue of spatial econometrics which is a proper interpretation of structural parameters of econometric models with spatial autoregression. The problem will be considered based on the example of the spatial SAR model. Another purpose of the article is to make an overview of measures of average spatial impact proposed by the subject literature (see Lesage and Pace 2009). The analysis will include such measures as Average Total Impact to an Observation, Average Total Impact from an Observation, Average Indirect Impact to an Observation, Average Indirect Impact from an Observation and Average Direct Impact. Having considered the above issues, I will introduce a set of three original measures that allow interpretation of the strength of the impact of the explanatory processes within the spatial SAR model which take the forms of average direct impact, average indirect impact and average induced impact. The use of this set of measures will be illustrated with the example of the analysis of the unemployment rate in Poland. It must be emphasized that the presented set of measures may also be designated for other spatial models. With the knowledge of the empirical form of the model and of the spatial weight matrix, the set of measures introduced simplifies significantly the complex procedure of the interpretation of the structural parameters for spatial models to the use of merely three values.

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Bibliographic Info

Paper provided by Institute of Economic Research in its series Working Papers with number 32/2013.

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Length: 28 pages
Date of creation: Feb 2013
Date of revision: May 2013
Handle: RePEc:pes:wpaper:2013:no32

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Keywords: spatial econometrics; measures of average impact; SAR model; SDM model; spatial autocorrelation;

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  1. Harry Kelejian & Peter Murrell & Oleksandr Shepotylo, 2007. "Spatial Spillovers in the Development of Institutions," Electronic Working Papers, University of Maryland, Department of Economics 07-001, University of Maryland, Department of Economics.
  2. Maria ABREU & Henri L.F. DE GROOT & Raymond J.G.M. FLORAX, 2005. "Space And Growth: A Survey Of Empirical Evidence And Methods," Region et Developpement, Region et Developpement, LEAD, Universite du Sud - Toulon Var, Region et Developpement, LEAD, Universite du Sud - Toulon Var, vol. 21, pages 13-44.
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