Authors: | Hanck, Christoph Krämer, Walter |
Title: | More on the F-test under nonspherical disturbances |
Language (ISO): | en |
Abstract: | We show that the F-test can be both liberal and conservative in the context of a particular type of nonspherical behaviour induced by spatial autocorrelation, and that the conservative variant is more likely to occur for extreme values of the spatial autocorrelation parameter. In particular, it will wipe out the progressive one as the sample size increases. |
Subject Headings: | F-test Spatial autocorrelation |
URI: | http://hdl.handle.net/2003/25877 http://dx.doi.org/10.17877/DE290R-5074 |
Issue Date: | 2008-11-26T14:47:41Z |
Appears in Collections: | Sonderforschungsbereich (SFB) 475 |
Files in This Item:
File | Description | Size | Format | |
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tr14-08-Kraemer.pdf | DNB | 137.94 kB | Adobe PDF | View/Open |
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