LM tests

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LM tests

Munroe, Darla K
I was thinking about this issue, and correct me if I'm wrong -

If you row-standardize the distance weights, you will in effect rescale
them, but you will not change the scale of the weights themselves, correct?
I.e., row standardization means dividing the weight for each observation by
the total # of non-zero elements for that row, correct?  Well, each
observation by definition in a distance matrix has the same number of
"neighbors" (i.e., all n-1), correct?  So 1/dij (or whatever your distance
matrix is) becomes 1/dij/n.

Is that going to affect your fundamental interpretation of the structure of
spatial dependence?  Probably not - unless you're trying to interpret rho or
lambda in terms of the distance units (which I wouldn't presume to do,
anyway...).

Or am I off base?

-----Original Message-----
From: Roger Bivand
To: Jill Caviglia-Harris
Cc: r-sig-geo at stat.math.ethz.ch
Sent: 2/27/04 2:40 PM
Subject: Re: [R-sig-Geo] LM tests

On Fri, 27 Feb 2004, Jill Caviglia-Harris wrote:

> List members:
>
> I have been using the function lm.LMtests developed using the spdep
> package to test for spatial lag and error.  My problem is that these
> tests assume that the weights matrix is row standardized, while I have
a
> weights matrix that is set up as the inverse distance between
neighbors.

Certainly lm.LMtests() prints a warning, and the tradition it comes from

usually presupposes row standardisation. Curiously, quite a lot of the
distribution results in Cliff and Ord actually assume symmetry, which
can
lead to fun with negative variance in Geary's C and join count
statistics
even with row standardised weights.

>   Converting it into a row standardized matrix would result in the
loss
> of important information.  Have there been any functions developed
that
> any of you know about that are not dependent upon this assumption?

Have you tried (probably yes) and does it make a difference? Are the
results from a binary IDW and a row standardised IDW very different? Is
your IDW matrix full or sparse? Can Moran's I be applied instead
(despite
its covering lots of misspecification problems)? Are the IDW weights
symmetric (probably, but not always)?

I'm not sure why distances should be helpful if the data are observed on

areal units, so that measuring distances is between arbitrarily chosen
points in those units, a change of support problem. That may be why
there
aren't methods too, though there's no reason not to try to develop
things.
But error correlation specified by distance does movbe rather close to
geostatistics, doesn't it?

Any other views, anyone?

Roger

> Thanks.  -Jill
>
>
> ***************************************************
> Jill L. Caviglia-Harris, Ph.D.
> Assistant Professor
> Economics and Finance Department
> Salisbury University
> Salisbury, MD 21801-6860
>    phone: (410) 548-5591
>    fax: (410) 546-6208
>
> _______________________________________________
> R-sig-Geo mailing list
> R-sig-Geo at stat.math.ethz.ch
> https://www.stat.math.ethz.ch/mailman/listinfo/r-sig-geo
>

--
Roger Bivand
Economic Geography Section, Department of Economics, Norwegian School of
Economics and Business Administration, Breiviksveien 40, N-5045 Bergen,
Norway. voice: +47 55 95 93 55; fax +47 55 95 93 93
e-mail: Roger.Bivand at nhh.no

_______________________________________________
R-sig-Geo mailing list
R-sig-Geo at stat.math.ethz.ch
https://www.stat.math.ethz.ch/mailman/listinfo/r-sig-geo



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LM tests

Roger Bivand
Administrator
On Fri, 27 Feb 2004, Munroe, Darla K wrote:

> I was thinking about this issue, and correct me if I'm wrong -
>
> If you row-standardize the distance weights, you will in effect rescale
> them, but you will not change the scale of the weights themselves, correct?
> I.e., row standardization means dividing the weight for each observation by
> the total # of non-zero elements for that row, correct?  Well, each
> observation by definition in a distance matrix has the same number of
> "neighbors" (i.e., all n-1), correct?  So 1/dij (or whatever your distance
> matrix is) becomes 1/dij/n.
>
I'm not sure about that. What you are dividing by is the row sum:

\sum_j w_{ij}, and w_{ij} = 1/d_{ij}, so the sum will be smaller for
places a long way from others, and larger for places near most others,
won't it?

In the R spirit, try it out:

> set.seed(1)
> try <- 1/as.matrix(dist(cbind(rnorm(100), rnorm(100))))
> diag(try) <- 0
> summary(rowSums(try))
   Min. 1st Qu.  Median    Mean 3rd Qu.    Max.
  45.07   68.97   90.05   91.78  113.40  153.10

So places with different "connectedness" will get "flattened", I think.
But then I'm not sure that full matrices are so very informative (there is
a literature about reconstructing maps of relative position from neighbour
graphs, I think, so the sparse binary weights actually carry quite a lot
of information - more parsimonious anyway).

Roger

> Is that going to affect your fundamental interpretation of the structure of
> spatial dependence?  Probably not - unless you're trying to interpret rho or
> lambda in terms of the distance units (which I wouldn't presume to do,
> anyway...).
>
> Or am I off base?
>
> -----Original Message-----
> From: Roger Bivand
> To: Jill Caviglia-Harris
> Cc: r-sig-geo at stat.math.ethz.ch
> Sent: 2/27/04 2:40 PM
> Subject: Re: [R-sig-Geo] LM tests
>
> On Fri, 27 Feb 2004, Jill Caviglia-Harris wrote:
>
> > List members:
> >
> > I have been using the function lm.LMtests developed using the spdep
> > package to test for spatial lag and error.  My problem is that these
> > tests assume that the weights matrix is row standardized, while I have
> a
> > weights matrix that is set up as the inverse distance between
> neighbors.
>
> Certainly lm.LMtests() prints a warning, and the tradition it comes from
>
> usually presupposes row standardisation. Curiously, quite a lot of the
> distribution results in Cliff and Ord actually assume symmetry, which
> can
> lead to fun with negative variance in Geary's C and join count
> statistics
> even with row standardised weights.
>
> >   Converting it into a row standardized matrix would result in the
> loss
> > of important information.  Have there been any functions developed
> that
> > any of you know about that are not dependent upon this assumption?
>
> Have you tried (probably yes) and does it make a difference? Are the
> results from a binary IDW and a row standardised IDW very different? Is
> your IDW matrix full or sparse? Can Moran's I be applied instead
> (despite
> its covering lots of misspecification problems)? Are the IDW weights
> symmetric (probably, but not always)?
>
> I'm not sure why distances should be helpful if the data are observed on
>
> areal units, so that measuring distances is between arbitrarily chosen
> points in those units, a change of support problem. That may be why
> there
> aren't methods too, though there's no reason not to try to develop
> things.
> But error correlation specified by distance does movbe rather close to
> geostatistics, doesn't it?
>
> Any other views, anyone?
>
> Roger
>
> > Thanks.  -Jill
> >
> >
> > ***************************************************
> > Jill L. Caviglia-Harris, Ph.D.
> > Assistant Professor
> > Economics and Finance Department
> > Salisbury University
> > Salisbury, MD 21801-6860
> >    phone: (410) 548-5591
> >    fax: (410) 546-6208
> >
> > _______________________________________________
> > R-sig-Geo mailing list
> > R-sig-Geo at stat.math.ethz.ch
> > https://www.stat.math.ethz.ch/mailman/listinfo/r-sig-geo
> >
>
>

--
Roger Bivand
Economic Geography Section, Department of Economics, Norwegian School of
Economics and Business Administration, Breiviksveien 40, N-5045 Bergen,
Norway. voice: +47 55 95 93 55; fax +47 55 95 93 93
e-mail: Roger.Bivand at nhh.no



Roger Bivand
Department of Economics
Norwegian School of Economics
Helleveien 30
N-5045 Bergen, Norway