Regression

Regression

References

All Models

  1. GeoDa's regression functionality includes three models:
    • OLS with spatial dependence diagnostics
    • Spatial lag model using maximum likelihood estimation
    • Spatial error model using maximum likelihood estimation
  2. To access this functionality, go to Regress on the main menu.
  3. Keep the default name or enter a new name for your output in the Output file name box.
  4. The output is saved in text format in your working directory.
  5. Select Predicted Value and Residual and/or Coefficient Variance Matrix if you are interested in including either or both in your ouput (these take more time to compute).
  6. If you are interested in viewing the value and p-value for Moran's I in the regression output, check the Moran's I z-value box.
  7. Click OK.
  8. Select a Dependent Variable and Independent Variables.
  9. By default, a constant term is included. This option can be unchecked (but the shape file needs to be loaded in this case).
  10. Select a weights file.

OLS with Spatial Dependence Diagnostics

  1. You can run a regular non-spatial OLS model without specifying a weights file.
  2. To obtain diagnostics for spatial dependence, you need to select a weights file.
  3. Select Classic and Run.
  4. If you want to save predicted values and residuals of your model, you need to click on the Save button before selecting OK.
  5. The diagnostics for spatial dependence, particularly the Lagrange Multiplier tests, provide information about whether spatial dependence exists, and, if so, whether a lag or error model are more appropriate.
  6. See the GeoDa workbook (chapters 22-25) for more information about GeoDa's regression output.

Spatial Lag Model

  1. Select Spatial Lag and Run.
  2. If you want to save predicted values and residuals of your model, you need to click on the Save button before selecting OK.

Spatial Error Model

  1. Select Spatial Error and Run.
  2. If you want to save the predicted values, prediction errors, and residuals of your model, you need to click on the Save button before selecting OK.

Tips & Troubleshooting

  1. You can save the predicted values and residuals and map them to visually assess possible spatial patterns.
  2. GeoDa crashes when I run a regression - Why?
  3. GeoDa crashes when I run a regression without a constant term.
  4. How can I see the p-value for Moran's I in my output?
  5. My output contains a mixture of multiple models.
  6. Run a regression without opening a project.
  7. Where can I get help interpreting the regression output?
  8. Why are there differences in the Breusch-Pagan results of GeoDa and R?
  9. Why does the White test return an N/A result?

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