Testing for spatial autocorrelation: the regressors that make the power disappear

DOI10.1080/07474938.2011.553571MaRDI QIDQ5080146zbMATH OpenOpenAlexFDO

Authors Federico Martellosio

Publication date 31 May 2022

Published in Econometric Reviews (Search for Journal in Brave)

Full work available at URL http://centaur.reading.ac.uk/17917/1/Martellosio-MS2008088%282%29.pdf

zbMATH Keywords

powerspatial lag modelpoint optimal testsspatial error modelCliff-Ord testspatial unit root

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from spatial processes (62M30) Applications of statistics to economics (62P20) Hypothesis testing in multivariate analysis (62H15)

Recommendations

• Power properties of invariant tests for spatial autocorrelation in linear regression
• Finite sample power of Clifford-type tests for spatial disturbance correlation in linear regres\-sion
• Nontestability of equal weights spatial dependence
• REFINED TESTS FOR SPATIAL CORRELATION
• Finite sample power of linear regression autocorrelation tests

Cites work

• scientific article; zbMATH DE number 3742425 (Why is no real title available?)
• scientific article; zbMATH DE number 4184659 (Why is no real title available?)
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• Nontestability of equal weights spatial dependence
• Normal Multivariate Analysis and the Orthogonal Group
• Note on a Condition for Equality of Sample Variances in a Linear Model
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• Power properties of invariant tests for spatial autocorrelation in linear regression
• RANDOM EFFECTS AND SPATIAL AUTOCORRELATION WITH EQUAL WEIGHTS
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Cited in

(10)

• HOW TO AVOID THE ZERO-POWER TRAP IN TESTING FOR CORRELATION
• Finite sample power of Clifford-type tests for spatial disturbance correlation in linear regres\-sion
• Higher-order least squares inference for spatial autoregressions
• Testing for spatial correlation under a complete bipartite network
• Power properties of invariant tests for spatial autocorrelation in linear regression
• Two special spatial weight matrices and their effects on estimation and testing in spatial regressions
• Power calculations for global and local Moran's \(\ell\)
• Nontestability of equal weights spatial dependence
• A Hausman test for spatial regression model
• On the power of invariant tests for hypotheses on a covariance matrix

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