We formulate generalized maximum entropy estimators for the general linear model and the censored regression model when there is first order spatial autoregression in the dependent variable. Monte Carlo experiments are provided to compare the performance of spatial entropy estimators relative to classical estimators. Finally, the estimators are applied to an illustrative model allocating agricultural disaster payments.
Marsh, T. and Mittelhammer, R. (2004), "GENERALIZED MAXIMUM ENTROPY ESTIMATION OF A FIRST ORDER SPATIAL AUTOREGRESSIVE MODEL", Lesage, J. and Kelley Pace, R. (Ed.) Spatial and Spatiotemporal Econometrics (Advances in Econometrics, Vol. 18), Emerald Group Publishing Limited, Bingley, pp. 199-234. https://doi.org/10.1016/S0731-9053(04)18006-7Download as .RIS
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