IDEAS home Printed from
   My bibliography  Save this book chapter

Linear Spatial Dependence Models for Cross-Section Data

In: Spatial Econometrics


  • J. Paul Elhorst

    (University of Groningen)


This chapter gives an overview of all linear spatial econometric models with different combinations of interaction effects that can be considered, as well as the relationships between them. It also provides a detailed overview of the direct and indirect effects estimates that can be derived from these models. In addition, it critically discusses the stationarity conditions that need to be imposed on the spatial interaction parameters and the spatial weights matrix, as well as the row-normalization procedure of the spatial weights matrix. The well-known cross-sectional dataset of Anselin (1988), explaining the crime rate by household income and housing values in 49 Columbus, Ohio neighborhoods, is used for illustration purposes.

Suggested Citation

  • J. Paul Elhorst, 2014. "Linear Spatial Dependence Models for Cross-Section Data," SpringerBriefs in Regional Science, in: Spatial Econometrics, edition 127, chapter 0, pages 5-36, Springer.
  • Handle: RePEc:spr:sbrchp:978-3-642-40340-8_2
    DOI: 10.1007/978-3-642-40340-8_2

    Download full text from publisher

    To our knowledge, this item is not available for download. To find whether it is available, there are three options:
    1. Check below 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.


    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:sbrchp:978-3-642-40340-8_2. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: . General contact details of provider: .

    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.

    We have no bibliographic references for this item. You can help adding them by using 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 RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.