PreprintCC BY 4.0arXiv
Exploiting Locally Exogeneous Variation in Spatial Data: Linear Regression with Many Small Units
Abstract
This article shows how researchers can exploit \textit{locally exogeneous variation} even in the presence of endogeneity, autocorrelation, or spurious correlation. It describes the infill asymptotic properties of generalized least squares estimation with county-level data, Census tract-level data, and similar regional averages, including sufficient conditions for consistency, asymptotic normality, and valid inference.
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BibTeX
@misc{engh2026exploiting,
title = {{Exploiting Locally Exogeneous Variation in Spatial Data: Linear Regression with Many Small Units}},
author = {Christopher W. Engh},
howpublished = {arXiv},
year = {2026},
month = nov,
doi = {10.48550/arxiv.2611.01854},
eprint = {2611.01854},
archivePrefix = {arXiv},
url = {https://arxiv.org/abs/2611.01854},
note = {CC BY 4.0},
}
RIS
TY - UNPB
TI - Exploiting Locally Exogeneous Variation in Spatial Data: Linear Regression with Many Small Units
AU - Christopher W. Engh
PY - 2026
DA - 2026/11/01
PB - arXiv
DO - 10.48550/arxiv.2611.01854
UR - https://arxiv.org/abs/2611.01854
AB - This article shows how researchers can exploit \textit{locally exogeneous variation} even in the presence of endogeneity, autocorrelation, or spurious correlation. It describes the infill asymptotic properties of generalized least squares estimation with county-level data, Census tract-level data, and similar regional averages, including sufficient conditions for consistency, asymptotic normality, and valid inference.
ER -