Finite sample power of Clifford-type tests for spatial disturbance correlation in linear regres\-sion

DOI10.1016/J.JSPI.2003.11.008zbMath1089.62084OpenAlexW1982360754MaRDI QIDQ707060

Walter Kramer

Publication date: 9 February 2005

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2003.11.008

zbMATH Keywords

spatial autocorrelationlimiting powerunbiased tests

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Asymptotic properties of parametric tests (62F05)

Related Items (10)

Testing for Spatial Autocorrelation: The Regressors that Make the Power Disappear ⋮ HOW TO AVOID THE ZERO-POWER TRAP IN TESTING FOR CORRELATION ⋮ Distributions escaping to infinity and the limiting power of the Cliff-Ord test for autocorrelation ⋮ ON THE POWER OF INVARIANT TESTS FOR HYPOTHESES ON A COVARIANCE MATRIX ⋮ Simple regression‐based tests for spatial dependence ⋮ Power calculations for global and local Moran's \(\ell\) ⋮ Efficiency of the OLS estimator in the vicinity of a spatial unit root ⋮ POWER PROPERTIES OF INVARIANT TESTS FOR SPATIAL AUTOCORRELATION IN LINEAR REGRESSION ⋮ The Moran coefficient for non-normal data ⋮ Testing for spatial lag and spatial error dependence using double length artificial regressions

Cites Work

• Finite sample power of linear regression autocorrelation tests
• A characterization of the Fieller solution
• Spatial Autocorrelation Among Errors and the Relative Efficiency of OLS in the Linear Regression Model
• ON STATIONARY PROCESSES IN THE PLANE
• Rao's score test in spatial econometrics
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