Lagrange Multiplier Test Diagnostics for Spatial Dependence and Spatial Heterogeneity

Luc Anselin

Research output: Contribution to journalArticlepeer-review

598 Scopus citations


Several diagnostics for the assessment of model misspecification due to spatial dependence and spatial heterogeneity are developed as an application of the Lagrange Multiplier principle. The starting point is a general model which incorporates spatially lagged dependent variables, spatial residual autocorrelation and heteroskedasticity. Particular attention is given to tests for spatial residual autocorrelation in the presence of spatially lagged dependent variables and in the presence of heteroskedasticity. The tests are formally derived and illustrated in a number of simple empirical examples. 1988 The Ohio State University

Original languageEnglish (US)
Pages (from-to)1-17
Number of pages17
JournalGeographical Analysis
Issue number1
StatePublished - Jan 1988
Externally publishedYes

ASJC Scopus subject areas

  • Geography, Planning and Development
  • Earth-Surface Processes


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