A Simple Test for Spatial Correlation in Probit Models.

We propose a test for spatial correlation in Probit models that is a joint test for exclusion of spatially lagged-dependent variables and absence of spatial-error correlation. We give a maximum-likelihood justification for the test but use a simulations approach rather than relying on its asymptotic distribution.

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Year of publication:	1996
Authors:	Pinkse, J. ; Slade, M.
Institutions:	Groupement de Recherche en Économie Quantitative d'Aix-Marseille (GREQAM), Aix-Marseille School of Economics (AMSE)
Subject:	TESTS \| ECONOMETRICS \| MATHEMATICS

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Series:	G.R.E.Q.A.M..
Type of publication:	Book / Working Paper
Notes:	11 pages
Classification:	C12 - Hypothesis Testing ; C21 - Cross-Sectional Models; Spatial Models ; C52 - Model Evaluation and Testing
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005479040