A Simple Test for Satial Correlation in PROBIT Models
AbstractWe propose a test for spatial correlation in Probit models that is a joint test for exclusion of spatially lagged-dependent variables and absence of spatial-error correlation. We give a maximum-likelihood justification for the test but use a simulations approach rather than relying on its asymptotic distribution.
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Bibliographic InfoPaper provided by UBC Department of Economics in its series UBC Departmental Archives with number 95-29.
Length: 8 pages
Date of creation: 1995
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Other versions of this item:
- Pinkse, J. & Slade, M., 1996. "A Simple Test for Spatial Correlation in Probit Models," G.R.E.Q.A.M. 96a11, Universite Aix-Marseille III.
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- C21 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Cross-Sectional Models; Spatial Models; Treatment Effect Models
- C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
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