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Title:More on the F-test under nonspherical disturbances PDF Logo
Authors:Krämer, Walter
Hanck, Christoph
Issue Date:2008
Series/Report no.:Technical Report // Sonderforschungsbereich 475, Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund 2008,14
Abstract: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.
spatial autocorrelation
Document Type:Working Paper
Appears in Collections:Technical Reports, SFB 475, TU Dortmund

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