PROBIT WITH SPATIAL AUTOCORRELATION

Daniel P. McMillen

doi:10.1111/j.1467-9787.1992.tb00190.x

PROBIT WITH SPATIAL AUTOCORRELATION

Daniel P. McMillen

Economics

Research output: Contribution to journal › Article

Abstract

ABSTRACT. Commonly‐employed spatial autocorrelation models imply heteroskedastic errors, but heteroskedasticity causes probit to be inconsistent. This paper proposes and illustrates the use of two categories of estimators for probit models with spatial autocorrelation. One category is based on the EM algorithm, and requires repeated application of a maximum‐likelihood estimator. The other category, which can be applied to models derived using the spatial expansion method, only requires weighted least squares.

Original language	English (US)
Pages (from-to)	335-348
Number of pages	14
Journal	Journal of Regional Science
Volume	32
Issue number	3
DOIs	https://doi.org/10.1111/j.1467-9787.1992.tb00190.x
State	Published - Aug 1992

ASJC Scopus subject areas

Development
Environmental Science (miscellaneous)

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McMillen, D. P. (1992). PROBIT WITH SPATIAL AUTOCORRELATION. Journal of Regional Science, 32(3), 335-348. https://doi.org/10.1111/j.1467-9787.1992.tb00190.x

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