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Robustness of Spatial Autocorrelation Specifications: Some Monte Carlo Evidence
Author(s) -
Dubin Robin
Publication year - 2003
Publication title -
journal of regional science
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.171
H-Index - 79
eISSN - 1467-9787
pISSN - 0022-4146
DOI - 10.1111/1467-9787.00297
Subject(s) - autocorrelation , monte carlo method , robustness (evolution) , spatial analysis , computer science , econometrics , markov chain monte carlo , statistics , statistical physics , mathematics , physics , biochemistry , chemistry , gene
This paper examines the robustness of various models of spatial autocorrelation through a series of Monte Carlo experiments in which each model takes a turn at the data generator. The generated data are then used to estimate all of the models. The estimated models are evaluated primarily on their predictive power.