[R-sig-Geo] Choice of Spatial weights

[stefan lhachimi]

Dear all,

as a matter of curiosity does anybody know literature which discusses
what spatial weight to choose (e.g. k-nn, single or double
contiguity)? Or has anybod a good rule of thumb?
I found an article which proposes to try several specification and
take either the one with the highest lambda  or the one with the best
overall model fit (in a regression). But I think that is statistically
speaking that is not very satisfactory, in particular if the
application does not give any indication what weight to use.

Any hints?
Best,
Stefan