Maximum Likelihood Methods for Linear Models: Spatial Effect and Spatial Disturbance Terms

Abstract

This article presents a model that is a natural generalization of both the spatial effects linear model and the linear model with spatial disturbances. Maximum likelihood methods are presented that provide estimates of the parameters of the model together with the asymptotic variance-covariance matrix of the estimates. Numerical illustrations of these methods are provided. © 1982, SAGE PUBLICATIONS. All rights reserved.