Schlagwort: Spatial autocorrelation
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Finite Sample Power of Cliff-Ord-Type Tests for Spatial Disturbance Correlation in Linear Regression
The paper considers tests against autocorrelation among the disturbances in linear regression models that can be expressed as ratios of quadratic forms. It shows that such tests are in general not (...)
The robustness of the F-test to spatial autocorrelation among regression disturbances
It is shown that the null distribution of the F-test in a linear regression is rather non-robust to spatial autocorrelation among the regression disturbances. In particular, the true size of the test (...)