[Openspace] Formulae and definitions for Regression disgnostics

[Julia Koschinsky]

Agustin,
There's no succinct centralized list but here are the key references.
Julia

General GeoDa references:
https://www.geoda.uiuc.edu/support/help/formulas.html

Spatial Regression:
Smirnov, O. and Anselin, L. (2001). Fast maximum likelihood estimation of very large spatial autoregressive models: A characteristic polynomial approach. Computational Statistics and Data Analysis, 35:301-319.

Anselin, Luc. (1988). Spatial Econometrics: Methods and Models. Dordrecht: Kluwer Academic Publishers.

Non-Spatial Diagnostics:
e.g., Greene, William. Econometric Analysis (6th edition). NJ: Prentice Hall.


---- Original message ----
>Date: Mon, 19 Nov 2007 18:07:38 +0100
>From: Agustin Lobo <Agustin.Lobo at ija.csic.es>  
>Subject: [Openspace] Formulae and definitions for Regression disgnostics  
>To: openspace at sal.uiuc.edu
>
>Dear list,
>
>Is there a document compiling the formula and
>definitions (and reference) of the different
>statistics computed by GeoDa and saved to the
>Regression Diagnostics file? I know most (all?)
>can be found in the literature, but it would be handy
>having them all in an appendix.
>
>Thanks!
>
>Agus
>-- 
>Dr. Agustin Lobo
>Institut de Ciencies de la Terra "Jaume Almera" (CSIC)
>LLuis Sole Sabaris s/n
>08028 Barcelona
>Spain
>Tel. 34 934095410
>Fax. 34 934110012
>email: Agustin.Lobo at ija.csic.es
>http://www.ija.csic.es/gt/obster
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