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

DOI10.2307/2289467MaRDI QIDQ3759743zbMATH OpenOpenAlexFDO

Authors Walter Krämer, Christian Donninger

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

ordinary least squaresmean squared errorMonte Carlo experimentscoefficient estimateseigenvectorspatial autocorrelationgeneralized least squarescorrelation patternslargest eigenvalue of the spatial dependence matrixlimiting relative efficiencynonindependent disturbances

Mathematics Subject Classification ID

Linear regression; mixed models (62J05)

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(19)

• A general condition for an optimal limiting efficiency of OLS in the general linear regression model
• Power properties of invariant tests for spatial autocorrelation in linear regression
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• Efficiency of the OLS estimator in the vicinity of a spatial unit root
• The exact bias of \(s^2\) in linear panel regressions with spatial autocorrelation
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• Minimax robust designs for wavelet estimation of nonparametric regression models with autocorrelated errors
• Efficiency analysis of ten estimation procedures for quantitative linear models with autocorrelated errors
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• Efficiency of least squares estimators in the presence of spatial autocorrelation
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• Asymptotic efficiency of the OLSE for polynomial regression models with spatially correlated errors
• The equality of OLS and GLS estimators in the linear regression model when the disturbances are spatially correlated
• Empirical likelihood for panel data models with spatial errors
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• The relative efficiency of OLS in the linear regression model with spatially autocorrelated errors
• The effect of spatial autocorrelation on the error rates of the linear discriminant functions

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