DIAGNOSTICS FOR REGRESSION MODELING IN SPATIAL ECONOMETRICS*
介绍了空间计量经济学中用于评估模型拟合度和识别影响性案例的诊断统计量,讨论了在空间计量建模中的应用问题,并报告了一个应用实例。
ABSTRACT. This paper describes statistics for model criticism in spatial econometrics. The purpose of these statistics is to evaluate how well a chosen model fits the data and to identify influential cases and how they affect the aggregate picture. The paper reviews results in Martin (1992) for the regression model with correlated errors where the coefficients of the variance matrix are assumed either known or fixed. The problems of applying the statistics in spatial econometric modeling are discussed. An application is reported which considers diagnostics for the mean function and highlights cases that might influence estimates of the parameter of the error model. Different ways of assessing the influence of cases are also described.