[R-sig-Geo] Trouble with Durbin Model
adjemian
adjemian at primal.ucdavis.edu
Sun Dec 14 19:23:01 CET 2008
Hey everyone,
I'm puzzled about a recent result, and I'm wondering if
anyone can help explain it. Essentially, I have a set of
data that is positively spatially autocorrelated (Moran's I
is highly significant). According to LM tests on the OLS
residuals, I find that the spatial lag model is preferred.
After estimating the lag specification with a group of
covariates, the spatial parameter is positive and
significant at the 1% level. This indicates that the
spatial clustering in the dependent variable is robust to
the potential confounding influence of the covariates.
However, when I estimate the spatial Durbin specification by
including a set of distanced covariates, the spatial
parameter is still significant, but with the *opposite*
sign. Something that may be of interest: the errors of the
lag model are not spatially autocorrelated; while the errors
of the Durbin model are.
I wonder why the sign of spatial influence flips. Has
anybody faced a similar situation? How should I select the
proper model?
Software used: Geoda, R.
Thanks!
Mike
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