[Openspace] Bounds on spatial lag coefficient

[Mobley, Lee Rivers]

If the weights matrix is row-standardized, the bounds will be -1 to +1

LEE MOBLEY

Lee Rivers Mobley, Ph.D. 
Senior Economist and Research Fellow
RTI International (Research Triangle Institute) 
phone 919-541-7195 
fax 919-541-7384 
-----Original Message-----
From: openspace-bounces at sal.uiuc.edu
[mailto:openspace-bounces at sal.uiuc.edu] On Behalf Of
Krista.Collins at statcan.ca
Sent: Monday, March 19, 2007 5:09 PM
To: openspace at sal.uiuc.edu
Subject: [Openspace] Bounds on spatial lag coefficient

Hello,

What are the bounds of the possible values for the spatial lag
coefficient, rho, in the spatial lag model?  I have written down in my
own notes that it is bounded between the smallest and largest
eigenvalues of the weights matrix, but I cannot find any reference to
confirm this is true.  Does any one know the answer?

Thanks in advance.

Krista
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