DOUBLE LENGTH ARTIFICIAL REGRESSIONS FOR TESTING SPATIAL DEPENDENCE
推导了两种简单的双倍长度人工回归(DLR)来检验空间依赖,分别针对空间滞后依赖和空间误差依赖,仅需受限模型的最小二乘残差,计算简便,并通过蒙特卡洛实验验证了小样本表现。
This paper derives two simple artificial Double Length Regressions (DLR) to test for spatial dependence. The first DLR tests for spatial lag dependence while the second DLR tests for spatial error dependence. Both artificial regressions utilize only least squares residuals of the restricted model and are therefore easy to compute. These tests are illustrated using two simple examples. In addition, Monte Carlo experiments are performed to study the small sample performance of these tests. As expected, these DLR tests have similar performance to their corresponding LM counterparts.