[Openspace] Diagnostics for Heteroskedasticity and Spatial dependence
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fanxs80 at 163.com
Wed Nov 17 10:42:00 CST 2004
U want to ask two questions,thanks a lot.
1. DIAGNOSTICS FOR HETEROSKEDASTICITY
Breusch-Pagan test Can you tell the technique detail of the formal expressions?
Koenker-Bassett test (new for GeoDa ) what is difference from the previous test?
2.DIAGNOSTICS FOR SPATIAL DEPENDENCE
FOR WEIGHT MATRIX : queen.GAL (row-standardized weights)
TEST MI/DF VALUE PROB
Moran's I (error) 0.249862 2.9376173 0.0033076
Lagrange Multiplier (lag) 1 8.7599071 0.0030792
Robust LM (lag) 1 3.0721737 0.0796429
Lagrange Multiplier (error) 1 5.8148799 0.0158911
Robust LM (error) 1 0.1271465 0.7214092
Lagrange Multiplier (SARMA) 2 8.8870536 0.0117544
what is the difference between the Lagrange Multiplier (lag) with the Robust LM (lag)
the Prob of Lagrange Multiplier (error) is very low(0.0158911),but
the prob of Robust LM (error) is high(0.7214092) . What is the meaning?
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