On Mon, 17 Aug 2009, Haenlein, Michael wrote:
Dear all,
I have a question regarding the spdep package:
Assume that each person within my dataset is characterized by a
continuous variable y. In order to test for spatial autocorrelation in y
I calculated a Moran's I statistic. The problem is that y is also likely
to be influenced by a series of other variables x that are unique to
each person in my dataset. To test to which extent the autocorrelation
effect is present even when accounting for the effect of x, I first did
a regression y = f(x) + Epsilon and then used the regression residuals
Epsilon to determine a Moran's I statistic using the lm.morantest
function. One of the reviewers of my paper now states that this two step
approach (first running a regression and then using the residuals to
determine Moran's I) could be inefficient. S/he asks me to correct for
the potential impact of x on y in one step when calculating Moran's I.
If the referee is refering to the social networks literature, you will
have to find out what "one step" means there, if anything. It is not a
term used in connection with Moran's I for spatial data.
Would anyone happen to know any other way of doing what I'd like to do
that only requires one step?
If you believe that the referee's "one step" might be met by fitting a
model including both the x variables and the dependence in either y or the
residuals of the regression, look at lagsarlm() and errorsarlm(). Maybe
check against the Ward/Gleditsch "Spatial regression models" Sage volume
if need be.
Or could you please provide me with a source I could quote that states
that this two-step approach is fine from a statistical perspective?
When working across disciplines, nothing constitutes absolute authority in
this way. Testing residuals ought to be OK, but see Schabenberger & Gotway
for caveats (especially about concluding that autocorrelation is present
when the real problem is model misspecification).
Hope this helps,
Roger
Thanks very much for your help in advance,
Regards,
Michael
Michael Haenlein
Professor of Marketing
ESCP Europe - The School of Management for Europe
79, Avenue de la R??publique??|??75011 Paris??| France
[[alternative HTML version deleted]]
--
Roger Bivand
Economic Geography Section, Department of Economics, Norwegian School of
Economics and Business Administration, Helleveien 30, N-5045 Bergen,
Norway. voice: +47 55 95 93 55; fax +47 55 95 95 43
e-mail: roger.biv...@nhh.no
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