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

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