[Openspace] test on remaining autocorrelation
Roger.Bivand at nhh.no
Fri Apr 28 06:52:49 CDT 2006
On 28 Apr 2006, V.A. Ceccato wrote:
> Hi List
> How do you test for remaining autocorrelation in the Lag model?
> My spatial diagnostics of OLS model showed clear indication of
> autocorrelation on residuals, so I apllied the lag model to try to get rid
> of this problem. However, regardless what I do to the model, The Likelihood
> Ratio Test comes always up as significant. In the GeoDa Workbook, page 209,
> it says "The (second) test is an alternative to the asymptotic significance
> test on the spatial autoregressive coefficient, it is NOT a test on
> remaining spatial autocorrelation."
> So, how do we know whether or not the problem of autocorrelation was solved?
This is most likely an indication of mis-specification, possibly an
omitted RHS variable, or a functional form issue, or both. There is still
information in the error that could be retrieved. What does a Common
Factor test of the lag model including the lagged RHS variables against
the error model tell you?
> Thank you
> Vania Ceccato Ps. The test on remaining autocorrelation was available in
> SpaceStat, why is it gone in GeoDa?
> Openspace mailing list
> Openspace at sal.uiuc.edu
Economic Geography Section, Department of Economics, Norwegian School of
Economics and Business Administration, Helleveien 30, N-5045 Bergen,
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e-mail: Roger.Bivand at nhh.no
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