Spatial lag test with equal weights

C-Tier
Journal: Economics Letters
Year: 2009
Volume: 104
Issue: 2
Pages: 81-82

Authors (2)

Score contribution per author:

0.503 = (α=2.01 / 2 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

This note shows that for a spatial regression with equal weights, the LM test is always equal to N / 2(N - 1), where N is the sample size. This means that this test statistics is a function of N and not a function of the spatial parameter [rho]. In fact, this test statistic tends to one half for N tending to infinity. The null hypothesis of no spatial correlation is never rejected no matter what [rho] is.

Technical Details

RePEc Handle
repec:eee:ecolet:v:104:y:2009:i:2:p:81-82
Journal Field
General
Author Count
2
Added to Database
2026-01-24