Spatial J-test: some Monte Carlo evidence

Gianfranco Piras; Nancy Lozano-Gracia

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Spatial J-test: some Monte Carlo evidence

机译：空间J检验：一些蒙特卡洛证据

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Researchers using spatial econometric methods generally assume a known structure for the process being modeled embedded in a spatial weights matrix. The present paper evaluates the performance of the J-test in selecting the most appropriate spatial structure in the context of a Monte Carlo study. Results suggest that the J-test performs well when used to select between different weights matrices. Increases in power are associated with the use of the full set of instruments.

机译：使用空间计量经济学方法的研究人员通常会假设一种已知的结构，该过程被建模为嵌入在空间权重矩阵中。本文在蒙特卡洛研究的背景下，评估了J检验在选择最合适的空间结构方面的性能。结果表明，当在不同权重矩阵之间进行选择时，J检验表现良好。功率的增加与整套仪器的使用有关。

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来源
《Statistics and computing》 |2012年第1期|p.169-183|共15页
作者
Gianfranco Piras; Nancy Lozano-Gracia;
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作者单位

Regional Research Institute, West Virginia University, 886 Chestnut Ridge Road, Morgantown, WV 26506-6825, USA Universidad Catolica del Norte, Antofagasta, Chile;

Finance, Economics and Urban Unit, Sustainable Development Network, World Bank, Washington DC, USA;

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原文格式 PDF
正文语种 eng
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关键词
spatial J-test; monte carlo simulation; spatial data generation; spatial statistics;

机译：空间J检验蒙特卡洛模拟空间数据生成;空间统计;

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Spatial J-test: some Monte Carlo evidence

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