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

DOI10.2307/2289467zbMATH Open0622.62071OpenAlexW4252244488MaRDI QIDQ3759743FDOQ3759743

Christian Donninger, Walter Krämer

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

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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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• Influence of spatial autocorrelation on a fixed-effect model used to evaluate treatment of oil spills
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• A general condition for an optimal limiting efficiency of OLS in the general linear regression model
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• The effect of spatial autocorrelation on the error rates of the linear discriminant functions
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• The exact bias of \(s^2\) in linear panel regressions with spatial autocorrelation
• Stepwise Regression in Mixed Quantitative Linear Models with Autocorrelated Errors
• Asymptotic efficiency of the OLSE for polynomial regression models with spatially correlated errors
• The relative efficiency of OLS in the linear regression model with spatially autocorrelated errors
• Empirical likelihood for panel data models with spatial errors
• Simple regression‐based tests for spatial dependence
• To be or not to be valid in testing the significance of the slope in simple quantitative linear models with autocorrelated errors
• Efficiency of least squares estimators in the presence of spatial autocorrelation

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