More on the F-test under nonspherical disturbances

Walter Krämer; Christoph Hanck

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. -- F-test ; spatial autocorrelation

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Year of publication:	2008
Authors:	Krämer, Walter ; Hanck, Christoph
Publisher:	Dortmund : Univ., SFB 475
Subject:	Theorie \| Theory \| Statistischer Test \| Statistical test \| Autokorrelation \| Autocorrelation

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Extent:	Online-Ressource (8 S.) graph. Darst.
Series:	Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund. - Dortmund : [Verlag nicht ermittelbar], ZDB-ID 2148058-8. - Vol. 2008,14
Type of publication:	Book / Working Paper
Type of publication (narrower categories):	Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature
Language:	English
Notes:	Parallel als Druckausg. erschienen Systemvoraussetzungen: Acrobat Reader
Other identifiers:	hdl:10419/36618 [Handle]
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10003835947