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A note on testing for spatial error components
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DOI：10.1016/j.regsciurbeco.2009.08.001.png)
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摘要
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The two tests for spatial error components are the Kelejian-Robinson (KR) test and the LM test developed by Anselin (2001). We develop a new form for the LM test which facilitates comparisons to the KR test, and show why the LM test is superior. We develop a second test in the spirit of KR which overcomes this particular shortcoming, but in fact incurs a second shortcoming which renders it inferior even to the original KR test. We discuss this failure as well. (C) 2009 Elsevier B.V. All rights reserved.
Keyword:
Spatial error components
LM test
Kelejian-Robinson test
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