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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