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  • Search: subject:"artificial regressions"
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Year of publication
Subject
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Artificial regressions 1 Double length regression 1 Newton's algorithm 1 Spatial error dependence 1 Spatial lag dependence 1 artificial regressions 1 one-step approximations 1
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Undetermined 1
Type of publication
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Article 1 Book / Working Paper 1
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Undetermined 2
Author
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Baltagi, Badi 1 Liu, Long 1 Silva, J.M.C. Santos 1
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EconWPA 1
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Econometrics 1 Statistical Papers / Springer 1
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RePEc 2
Showing 1 - 2 of 2
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Testing for spatial lag and spatial error dependence using double length artificial regressions
Baltagi, Badi; Liu, Long - In: Statistical Papers 55 (2014) 2, pp. 477-486
This paper obtains the joint and conditional Lagrange multiplier (LM) tests for a spatial lag regression model with spatial auto-regressive error derived in Anselin (Reg Sci Urban Ecom 26:77–104, <CitationRef CitationID="CR5">1996</CitationRef>) using artificial double length regressions (DLR). These DLR tests and their corresponding LM...</citationref>
Persistent link: https://www.econbiz.de/10010998579
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A NOTE ON INFLUENCE ASSESSMENT IN SCORE TESTS
Silva, J.M.C. Santos - EconWPA - 2005
Building on the work of Lustbader and Moolgavkar (1985, 'A Diagnostic Statistic for the Score Test', Journal of the American Statistical Association 80, 375-379), this paper studies influence diagnostics for score tests. The diagnostic proposed by Lustbader and Moolgavkar is reassessed and...
Persistent link: https://www.econbiz.de/10005119208
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