Table of Contents

Calc Spatial Lag

Description

Container that iteratively solves a spatial lag regression, y = pLag * W * y + X * B + E, over independent variables registered inside it.

Inputs

Name Type Description
P Lag Real Value Type Spatial autoregressive coefficient (p) used in the regression.
W Neighborhoods Neighborhood Table Type Spatial weight matrix (W) used in the regression.
X1 Lookup Table Type Values of the observed dependent variable (X1) for each region. When the observed result is not yet known, X1 stands in for it; in that case, supply a lookup table with the same number of records and every value set to zero.
B Coefficients Lookup Table Type Regression coefficients (B): the coefficient of the observed variable (index 0), followed by the coefficient of each independent variable registered in this container.
E Error Real Value Type Random error term (E) of the regression.

Optional Inputs

None.

Outputs

Name Type Description
Y Result Lookup Table Type Result (y) of the equation y = pLag * W * y + X * B + E, solved iteratively until convergence.
Y Predicted Result Lookup Table Type Predicted result (y) of the equation y = pLag * W * X1 + X * B + E.

Group

Statistics

Notes

The independent variables (X) used in the regression are registered inside this container by functors representing a numbered table (Number Table), each identified by a sequential number starting at 1.

The number of coefficients supplied in B Coefficients must equal the number of independent variables registered in this container, plus one for the observed variable's own coefficient (index 0).

W represents the spatial interaction of a phenomenon: in a binary weight matrix, unit i is a neighbor of unit j when the corresponding matrix cell is 1.

References

ANSELIN, L. SpaceStat Tutorial. Urbana-Champaign, University of Illinois, 1992.

ANSELIN, L. Spatial Externalities, Spatial Multipliers and Spatial Econometrics. Urbana-Champaign, University of Illinois, 2002.

Internal Name

CalcSpatialLag