The Robustness of the F-Test to Spatial Autocorrelation among Regression Disturbances

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.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.identifier.uri	http://hdl.handle.net/2003/5200
dc.identifier.uri	http://dx.doi.org/10.17877/DE290R-15176
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
eldorado.dnb.deposit	true

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