空间计量模型中空间矩阵的误用及其影响

统计研究 ›› 2009, Vol. 26 ›› Issue (6): 85-91.

空间计量模型中空间矩阵的误用及其影响

孙洋

收稿日期:1900-01-01 修回日期:1900-01-01 出版日期:2009-06-15 发布日期:2009-06-15

The misuse of the spatial matrix and its influences in spatial econometric models

Received:1900-01-01 Revised:1900-01-01 Online:2009-06-15 Published:2009-06-15

摘要/Abstract

摘要： 本文通过研究指出，基于常用的空间计量经济学模型嵌套检验方法，我们经常会遇到空间结构关系误用的情况。通过设计一个Monte Carlo实验，本文讨论了空间矩阵误用的概率、影响空间矩阵误用的因素以及空间矩阵误用对空间计量经济学模型估计造成的影响等三个问题。

关键词: 空间结构, 空间矩阵误用, Monte Carlo实验

Abstract: Based on the popular nested specification tests of the spatial econometric models, often we cannot reject the matrix those fail to specify the true spatial structures. With a Monte Carlo experiment, this paper analyses the probability of the misuse and the factors to influence the probability. Meanwhile, the consequences to the estimation when misuse arises are also discussed in this paper.

Key words: spatial structure, misuse of spatial matrix, Monte Carlo simulation

孙洋. 空间计量模型中空间矩阵的误用及其影响[J]. 统计研究, 2009, 26(6): 85-91.