Re: AI-GEOSTATS: spatial error model question
- On Tue, 25 Jun 2002, Anil Rupasingha wrote:
> I have a question on the estimates of an spatial error model (SEM). TheCertainly not numerically identical. The standard errors will be biased if
> parameters in the OLS with the presence of spatial dependence in the error
> term will still be unbiased but inefficient. Does this mean that
> parameters of the SEM model and the OLS should be numerically identical? Or
> is this an asymptotic property? Thanks for any replies.
the error autoregressive parameter is different from zero. The
coefficients will be unbiased only if the spatial autocorrelation of the
variables in the model is fully accounted for in the error process, as far
as I recall. If you are not in a tightly controlled experimental setting,
there will usually be some spatial dependence which is not accounted for,
leading to bias in the coefficient estimates too.
Economic Geography Section, Department of Economics, Norwegian School of
Economics and Business Administration, Breiviksveien 40, N-5045 Bergen,
Norway. voice: +47 55 95 93 55; fax +47 55 95 93 93
and: Department of Geography and Regional Development, University of
Gdansk, al. Mar. J. Pilsudskiego 46, PL-81 378 Gdynia, Poland.
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