More on the F-test under nonspherical disturbances

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dc.contributor.authorHanck, Christoph
dc.contributor.authorKrämer, Walter
dc.date.accessioned2008-11-26T14:47:41Z
dc.date.available2008-11-26T14:47:41Z
dc.date.issued2008-11-26T14:47:41Z
dc.description.abstractWe 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.en
dc.identifier.urihttp://hdl.handle.net/2003/25877
dc.identifier.urihttp://dx.doi.org/10.17877/DE290R-5074
dc.language.isoende
dc.subjectF-testen
dc.subjectSpatial autocorrelationen
dc.subject.ddc004
dc.titleMore on the F-test under nonspherical disturbancesen
dc.typeTextde
dc.type.publicationtypereporten
dcterms.accessRightsopen access

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