NON-NESTED TESTS ON THE WEIGHT STRUCTURE IN SPATIAL AUTOREGRESSIVE MODELS: SOME MONTE CARLO RESULTS*

Authors


  • *

    An initial version of this paper was presented at the Second World Regional Science Conference, Rotterdam, The Netherlands, June 4–15, 1984. Travel to this conference was made possible in part through a travel grant from the Regional Science Association. The research presented here was supported by Grant SES-8309008 of the National Science Foundation. Useful comments on earlier drafts were made by Richard Schuler, Martin Mogridge, Tony Smith, and an anonymous referee. Remaining errors and inaccuracies are the author's responsibility.

Abstract

ABSTRACT. This paper presents some further results with respect to hypothesis tests for the appropriate structure of dependence in mixed regressive/spatial-autoregressive relations. Three tests on non-nested hypotheses are considered, which are based on the use of augmented regressions, and their small sample performance is compared in a number of Monte Carlo simulation experiments.

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