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Spatial Errors in Count Data Regressions

Author

Listed:
  • Bertanha Marinho

    ()

  • Moser Petra

    (Department of Economics, Stanford University, 579 Serra Mall, Stanford, CA, 94305, USA)

Abstract

Count data regressions are an important tool for empirical analyses ranging from analyses of patent counts to measures of health and unemployment. Along with negative binomial, Poisson panel regressions are a preferred method of analysis because the Poisson conditional fixed effects maximum likelihood estimator (PCFE) and its sandwich variance estimator are consistent even if the data are not Poisson-distributed, or if the data are correlated over time. Analyses of counts may however also be affected by correlation in the cross-section. For example, patent counts or publications may increase across related research fields in response to common shocks. This paper shows that the PCFE and its sandwich variance estimator are consistent in the presence of such dependence in the cross-section – as long as spatial dependence is time-invariant. We develop a test for time-invariant spatial dependence and provide code in STATA and MATLAB to implement the test.

Suggested Citation

  • Bertanha Marinho & Moser Petra, 2016. "Spatial Errors in Count Data Regressions," Journal of Econometric Methods, De Gruyter, vol. 5(1), pages 49-69, January.
  • Handle: RePEc:bpj:jecome:v:5:y:2016:i:1:p:49-69:n:6
    as

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    References listed on IDEAS

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    Citations

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    Cited by:

    1. W. Walker Hanlon, 2014. "Temporary Shocks and Persistent Effects in the Urban System: Evidence from British Cities after the U.S. Civil War," NBER Working Papers 20471, National Bureau of Economic Research, Inc.
    2. repec:bla:jregsc:v:58:y:2018:i:3:p:509-534 is not listed on IDEAS
    3. Daire McCoy & Sean Lyons & Edgar Morgenroth & Donal Palcic & Leonie Allen, 2018. "The impact of broadband and other infrastructure on the location of new business establishments," Journal of Regional Science, Wiley Blackwell, vol. 58(3), pages 509-534, June.
    4. Iorio, Roberto & Labory, Sandrine & Rentocchini, Francesco, 2017. "The importance of pro-social behaviour for the breadth and depth of knowledge transfer activities: An analysis of Italian academic scientists," Research Policy, Elsevier, vol. 46(2), pages 497-509.
    5. McCoy, Daire & Lyons, Sean & Morgenroth, Edgar & Palcic, Donal & Allen, Leonie, 2016. "The impact of local infrastructure on new business establishments," MPRA Paper 69074, University Library of Munich, Germany.

    More about this item

    JEL classification:

    • C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data; Spatio-temporal Models
    • C33 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Models with Panel Data; Spatio-temporal Models
    • O3 - Economic Development, Innovation, Technological Change, and Growth - - Innovation; Research and Development; Technological Change; Intellectual Property Rights

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