Spatial Autocorrelation Among Errors and the Relative Efficiency of OLS in the Linear Regression Model

DOI10.2307/2289467zbMath0622.62071OpenAlexW4252244488MaRDI QIDQ3759743

Publication date: 1987

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2289467

zbMATH Keywords

mean squared error eigenvector generalized least squares ordinary least squares spatial autocorrelation coefficient estimates Monte Carlo experiments correlation patterns largest eigenvalue of the spatial dependence matrix limiting relative efficiency nonindependent disturbances

Mathematics Subject Classification ID

Linear regression; mixed models (62J05)

Related Items (16)

Efficiency of least squares estimators in the presence of spatial autocorrelation ⋮ Empirical likelihood for panel data models with spatial errors ⋮ The exact bias of \(s^2\) in linear panel regressions with spatial autocorrelation ⋮ Asymptotic efficiency of the OLSE for polynomial regression models with spatially correlated errors ⋮ A general condition for an optimal limiting efficiency of OLS in the general linear regression model ⋮ Efficiency analysis of ten estimation procedures for quantitative linear models with autocorrelated errors ⋮ Simple regression‐based tests for spatial dependence ⋮ Efficiency of the OLS estimator in the vicinity of a spatial unit root ⋮ Finite sample power of Clifford-type tests for spatial disturbance correlation in linear regres\-sion ⋮ The equality of OLS and GLS estimators in the linear regression model when the disturbances are spatially correlated ⋮ POWER PROPERTIES OF INVARIANT TESTS FOR SPATIAL AUTOCORRELATION IN LINEAR REGRESSION ⋮ Stepwise Regression in Mixed Quantitative Linear Models with Autocorrelated Errors ⋮ To be or not to be valid in testing the significance of the slope in simple quantitative linear models with autocorrelated errors ⋮ Efficiency of the OLSE for regressions on two-dimensional grids with sinusoidal regressors and spatially correlated errors ⋮ The relative efficiency of OLS in the linear regression model with spatially autocorrelated errors ⋮ Minimax robust designs for wavelet estimation of nonparametric regression models with autocorrelated errors

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