EconPapers    
Economics at your fingertips  
 

Testing for spatial error dependence in probit models

Pedro Amaral (), Luc Anselin () and Daniel Arribas-Bel ()

Letters in Spatial and Resource Sciences, 2013, vol. 6, issue 2, 101 pages

Abstract: In this note, we compare three test statistics that have been suggested to assess the presence of spatial error autocorrelation in probit models. We highlight the differences between the tests proposed by Pinkse and Slade (J Econom 85(1):125–254, 1998 ), Pinkse (Asymptotics of the Moran test and a test for spatial correlation in Probit models, 1999 ; Advances in Spatial Econometrics, 2004 ) and Kelejian and Prucha (J Econom 104(2):219–257, 2001 ), and compare their properties in a extensive set of Monte Carlo simulation experiments both under the null and under the alternative. We also assess the conjecture by Pinkse (Asymptotics of the Moran test and a test for spatial correlation in Probit models, 1999 ) that the usefulness of these test statistics is limited when the explanatory variables are spatially correlated. The Kelejian and Prucha (J Econom 104(2):219–257, 2001 ) generalized Moran’s I statistic turns out to perform best, even in medium sized samples of several hundreds of observations. The other two tests are acceptable in very large samples. Copyright Springer-Verlag Berlin Heidelberg 2013

Keywords: Spatial econometrics; Spatial probit; Moran’s I; C21; C25 (search for similar items in EconPapers)
Date: 2013
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (5) Track citations by RSS feed

Downloads: (external link)
http://hdl.handle.net/10.1007/s12076-012-0089-9 (text/html)
Access to full text is restricted to subscribers.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:lsprsc:v:6:y:2013:i:2:p:91-101

Ordering information: This journal article can be ordered from
http://www.springer.com/economics/journal/12076

DOI: 10.1007/s12076-012-0089-9

Access Statistics for this article

Letters in Spatial and Resource Sciences is currently edited by Henk Folmer and Amitrajeet A. Batabyal

More articles in Letters in Spatial and Resource Sciences from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().

 
Page updated 2021-01-22
Handle: RePEc:spr:lsprsc:v:6:y:2013:i:2:p:91-101