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dc.contributor.authorKrämer, Walterde
dc.date.accessioned2004-12-06T18:49:43Z-
dc.date.available2004-12-06T18:49:43Z-
dc.date.issued2002de
dc.identifier.urihttp://hdl.handle.net/2003/5200-
dc.identifier.urihttp://dx.doi.org/10.17877/DE290R-15176-
dc.description.abstractIt 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.extent304215 bytes-
dc.format.extent3131885 bytes-
dc.format.mimetypeapplication/pdf-
dc.format.mimetypeapplication/postscript-
dc.language.isoende
dc.publisherUniversitätsbibliothek Dortmundde
dc.subjectF-testen
dc.subjectsizeen
dc.subjectspatial autocorrelationen
dc.subject.ddc310de
dc.titleThe Robustness of the F-Test to Spatial Autocorrelation among Regression Disturbancesen
dc.typeTextde
dc.type.publicationtypereporten
dcterms.accessRightsopen access-
Appears in Collections:Sonderforschungsbereich (SFB) 475

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