The robustness of the F-test to spatial autocorrelation among regression disturbances

MaRDI QIDQ3418249zbMATH OpenFDO

Authors Walter Krämer

Publication date 2 February 2007

Mathematics Subject Classification ID

Directional data; spatial statistics (62H11) Linear regression; mixed models (62J05) Hypothesis testing in multivariate analysis (62H15) Robustness and adaptive procedures (parametric inference) (62F35)

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• scientific article; zbMATH DE number 1031894

Cited in

(4)

• On the robustness of the F-test to autocorrelation among disturbances
• Simple regression-based tests for spatial dependence
• Testing for spatial lag and spatial error dependence using double length artificial regressions
• A simple spatial dependence test robust to local and distributional misspecifications

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