[Openspace] heteroskedasticity and spatial autocorrelation

C.Menon at lse.ac.uk C.Menon at lse.ac.uk
Tue May 13 12:11:03 CDT 2008


Hello,
You can use the spatreg command in Stata, which allows to run a spatial
error model with robust standard errors. I have been using it and it
seems to work properly. I guess even R does the job though.
Let me know if you need further information on that.
Best,
Carlo

-----Original Message-----
From: evans324 at umn.edu [mailto:evans324 at umn.edu] 
Sent: 13 May 2008 16:59
To: openspace at sal.uiuc.edu
Subject: [Openspace] heteroskedasticity and spatial autocorrelation

I am running a hedonic regression and have issues with both spatial 
autocorrelation and heteroskedasticity. Is anyone aware of a joint
remedy 
for both? I have approximately 30 independent variables and have tried 
working with GeoDa (spatial error model) and SPSS (White's standard
errors) 
so far. Thanks.

Heather
--
Heather Sander
Ph.D. Candidate:  Conservation Biology
Office:  305 Ecology & 420 Blegen
Mail:
University of Minnesota
Dept. of Geography
414 Social Science Bldg.
267 19th Ave. S.
Minneapolis, MN 55455
USA



-- 
Heather Sander
Ph.D. Candidate:  Conservation Biology
Office:  305 Ecology & 420 Blegen
Mail:  
University of Minnesota
Dept. of Geography
414 Social Science Bldg.
267 19th Ave. S.
Minneapolis, MN 55455
USA



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