A Simple Test for Satial Correlation in PROBIT Models
Abstract
We 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.(This abstract was borrowed from another version of this item.)
Download Info
To our knowledge, this item is not available for download. To find whether it is available, there are three options:1. Check below under "Related research" whether another version of this item is available online.
2. Check on the provider's web page whether it is in fact available.
3. Perform a search for a similarly titled item that would be available.
Bibliographic Info
Paper provided by UBC Department of Economics in its series UBC Departmental Archives with number 95-29.Length: 8 pages
Date of creation: 1995
Date of revision:
Handle: RePEc:ubc:bricol:95-29
Contact details of provider:
Related research
Keywords: ECONOMETRICS;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
References
No references listed on IDEASYou can help add them by filling out this form.
Citations
Lists
This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.Statistics
Access and download statisticsCorrections
When requesting a correction, please mention this item's handle: RePEc:ubc:bricol:95-29For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Maureen Chin).
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If references are entirely missing, you can add them using this form.
If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.