Misspecification in Linear Spatial Regression Models

Arbeitspapier

Spatial effects are endemic in models based on spatially referenced data. The increased awareness of the relevance of spatial interactions, spatial externalities and networking effects among actors, evoked the area of spatial econometrics. Spatial econometrics focuses on the specification and estimation of regression models explicitly incorporating such spatial effects. The multidimensionality of spatial effects calls for misspecification tests and estimators that are notably different from techniques designed for the analysis of time series. With that in mind, we introduce the notion of spatial effects, referring to both heterogeneity and interdependence of phenomena occurring in two-dimensional space. Spatial autocorrelation or dependence can be detected by means of cross-correlation statistics in univariate as well as multivariate data settings. We review tools for exploratory spatial data analysis and misspecification tests for spatial effects in linear regress!ion models. A discussion of specification strategies and an overview of available software for spatial regression analysis, including their main functionalities, intend to give practitioners of spatial data analysis a head start.

Object Details

• Language: Englisch

References and Relationships

• Bibliographic citation: Series: Tinbergen Institute Discussion Paper ; No. 03-081/3

Classification and Topics

• Classification: Wirtschaft ; Hypothesis Testing: General ; Single Equation Models; Single Variables: Cross-Sectional Models; Spatial Models; Treatment Effect Models; Quantile Regressions ; Model Construction and Estimation ; Regional Economic Activity: Growth, Development, Environmental Issues, and Changes
• Subject: spatial econometrics ; spatial autocorrelation ; spatial heterogeneity ; misspecification testing ; Raumwirtschaftstheorie ; Räumliche Interaktion

Contributors, Places and Time

• Event: Geistige Schöpfung
• (who): Florax, Raymond J.G.M. ; Nijkamp, Peter
• Event: Veröffentlichung
• (who): Tinbergen Institute
• (where): Amsterdam and Rotterdam
• (when): 2003

Further information

• Handle: http://hdl.handle.net/10419/86066
• Last update: 10.03.2025, 11:43 AM CET