Full metadata record
DC Field | Value | Language |
---|---|---|
dc.contributor.author | Krämer, Walter | de |
dc.date.accessioned | 2004-12-06T18:49:43Z | - |
dc.date.available | 2004-12-06T18:49:43Z | - |
dc.date.issued | 2002 | de |
dc.identifier.uri | http://hdl.handle.net/2003/5200 | - |
dc.identifier.uri | http://dx.doi.org/10.17877/DE290R-15176 | - |
dc.description.abstract | It is shown that the null distribution of the F-test in a linear regression is rather non-robust to spatial autocorrelation among the regression disturbances. In particular, the true size of the test tends to either zero or unity when the spatial autocorrelation coefficient approaches the boundary of the parameter space. | en |
dc.format.extent | 304215 bytes | - |
dc.format.extent | 3131885 bytes | - |
dc.format.mimetype | application/pdf | - |
dc.format.mimetype | application/postscript | - |
dc.language.iso | en | de |
dc.publisher | Universitätsbibliothek Dortmund | de |
dc.subject | F-test | en |
dc.subject | size | en |
dc.subject | spatial autocorrelation | en |
dc.subject.ddc | 310 | de |
dc.title | The Robustness of the F-Test to Spatial Autocorrelation among Regression Disturbances | en |
dc.type | Text | de |
dc.type.publicationtype | report | en |
dcterms.accessRights | open access | - |
Appears in Collections: | Sonderforschungsbereich (SFB) 475 |
Files in This Item:
File | Description | Size | Format | |
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56_02.pdf | DNB | 297.08 kB | Adobe PDF | View/Open |
tr56-02.ps | 3.06 MB | Postscript | View/Open |
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