Detecting Dependence Between Spatial Processes

Marcos Herrera-Gómez, Manuel Ruiz and Jesus Mur

Spatial Economic Analysis, 2013, vol. 8, issue 4, 469-497

Abstract: Testing the assumption of independence between variables is a crucial aspect of spatial data analysis. However, the literature is limited and somewhat confusing. To our knowledge, we can mention only the bivariate generalization of Moran's statistic. This test suffers from several restrictions: it is applicable only to pairs of variables, a weighting matrix and the assumption of linearity are needed; the null hypothesis of the test is not totally clear. Given these limitations, we develop a new non-parametric test, Υ( m ), based on symbolic dynamics with better properties. We show that the Υ( m ) test can be extended to a multivariate framework, it is robust to departures from linearity, it does not need a weighting matrix and can be adapted to different specifications of the null. The test is consistent, computationally simple and with good size and power, as shown by a Monte Carlo experiment. An application to the case of the productivity of the manufacturing sector in the Ebro Valley illustrates our approach.

Date: 2013
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (2)

Downloads: (external link)
http://hdl.handle.net/10.1080/17421772.2013.835437 (text/html)
Access to full text is restricted to subscribers.

Related works:
Working Paper: Detecting dependence between spatial processes (2013)
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:taf:specan:v:8:y:2013:i:4:p:469-497

Ordering information: This journal article can be ordered from
http://www.tandfonline.com/pricing/journal/RSEA20

DOI: 10.1080/17421772.2013.835437

Access Statistics for this article

Spatial Economic Analysis is currently edited by Bernie Fingleton and Danilo Igliori

More articles in Spatial Economic Analysis from Taylor & Francis Journals
Bibliographic data for series maintained by Chris Longhurst ().