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

zbMATH Open1116.62065MaRDI QIDQ3418249FDOQ3418249

Walter Krämer

Publication date: 2 February 2007

Recommendations

• On the robustness of the F-test to autocorrelation among disturbances
• Robustness to nonnormality of regression \(F\)-tests
• Finite sample power of Clifford-type tests for spatial disturbance correlation in linear regres\-sion
• Effects of correlated disturbances of some regression problems
• scientific article; zbMATH DE number 1031894

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)

Cited In (3)

• Testing for spatial lag and spatial error dependence using double length artificial regressions
• A simple spatial dependence test robust to local and distributional misspecifications
• Simple regression‐based tests for spatial dependence

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