Exact testing for spatial autocorrelation among regression residuals

Environment and Planning A

Volumn 30, Issue 1, 1998, Pages 85-108

  Hepple, L W ^a  

^a UNIVERSITY OF BRISTOL   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

REGRESSION ANALYSIS; SPATIAL AUTOCORRELATION; STATISTICAL TEST;

EID: 0031805488     PISSN: 0308518X     EISSN: None     Source Type: Journal    
DOI: 10.1068/a300085     Document Type: Article

References (54)

1. Ali M M, Sharma S C, 1993, "Robustness to nonnormality of the Durbin - Watson test for autocorrelation" Journal of Econometrics 57 117 - 136
2. Anderson T W, 1948. "On the theory of testing serial correlation" Skandinavisk Aktuarietidskrift 31 88 - 116
3. Anselin L, 1988a, "Lagrange multiplier diagnostics for spatial dependence and spatial heterogeneity" Geographical Analysis 20 1 - 17
4. Anselin L, 1988b Spatial Econometrics: Methods and Models (Kluwer Academic, Dordrecht)
5. Anselin L, Rey S. 1991, "Properties of tests for spatial dependence in linear regression models" Geographical Analysis 23 112 - 131
6. Bartels C P A, Hordijk L, 1977, "On the power of the generalized Moran contiguity coefficient in testing for spatial autocorrelation among regression disturbances" Regional Science and Urban Economics 7 83 - 101
7. Bivand R S, 1984, "Regression modeling with spatial dependence: an application of some class selection and estimation methods" Geographical Analysis 16 25 - 37
8. Blommestein H J, 1985, "Elimination of circular routes in spatial dynamic regression equations" Regional Science and Urban Economics 15 121 - 130
9. Brandsma A S, Ketellapper R H, 1979, "Further evidence on alternative procedures for testing of spatial autocorrelation among regression residuals", in Exploratory and Explanatory Statistical Analysis of Spatial Data Eds CPA Bartels, R H Ketellapper (Martinus Nijhoff, Boston, MA) pp 113 - 136
10. Cliff A D. Ord J K, 1972, "Testing for spatial autocorrelation among regression residuals" Geographical Analysis 4 267 - 284
11. Cliff A D, Ord J K, 1973 Spatial Autocorrelation (Pion, London)
12. Davies R B, 1973, "Numerical inversion of a characteristic function" Biometrika 60 415 - 417
13. Davies R B, 1980, "Algorithm A S 155: The distribution of a linear combination of chi-squared random variables" Applied Statistics 29 323 - 333
14. Dunn R J, 1989, "Building regression models: the importance of graphics" Journal of Geography in Higher Education 13 15 - 30
15. Durbin J, Watson G S, 1950, "Testing for serial correlation in least squares regression I" Biometrika 37 409 - 428
16. Durbin J, Watson G S, 1951, "Testing for serial correlation in least squares regression II" Biometrika 38 159 - 178
17. Durbin J, Watson G S, 1971, "Testing for serial correlation in least squares regression III" Biometrika 58 1 - 19
18. Evans G B A, Savin N E, 1981, "Testing for unit roots 1" Econometrica 49 753 - 779
19. Evans G B A, Savin N E, 1984, "Testing for unit roots 2" Econometrica 52 1241 - 1269
20. Evans M A, King M L, 1985, "Critical value approximations for tests of linear regression disturbances" Australian Journal of Statistics 27 68 - 83
21. Farebrother R W, 1980, "Algorithm AS 153: Pan's procedure for the tail probabilities of the Durbin - Watson statistic" Applied Statistics 29 224 - 227 and 30 189
22. Farebrother R W, 1985, "Eigenvalue-free methods for computing the distribution of a quadratic form in normal variables" Statistische Hefte 26 287 - 302
23. Farebrother R W, 1990, "Algorithm AS 256: The distribution of a quadratic form in normal variables" Applied Statistics 39 294 - 309
24. Geary R C, 1954, "The contiguity ratio and statistical mapping" The Incorporated Statistician 5 115 - 145
25. Gil-Pelaez J, 1951, "Note on the inversion theorem" Biometrika 38 481 - 482
26. Glick B, 1979, "The spatial autocorrelation of cancer mortality" Social Science and Medicine 13D 123 - 130
27. Golub G H, Styan GPH, 1973, "Numerical computations for univariate linear models" Journal of Statistical Computation and Simulation 2 253 - 274
28. Grad A, Soloman H, 1955, "Distribution of quadratic forms and some applications" Annals of Mathematical Statistics 26 464 - 477
29. Gurland J, 1948, "Inversion formulae for the distribution of ratios" Annals of Mathematical Statistics 19 228 - 237
30. Hanna F A, 1966, "Effects of regional differences in taxes and transportation charges on automobile consumption", in Papers on Regional Statistical Studies Eds S Ostry. T K Rhymes (Toronto University Press, Toronto) pp 199 - 223
31. Henshaw R C, 1966, "Testing single-equation least squares regression models for autocorrelated disturbances" Econometrica 34 646 - 660
32. Henshaw R C, 1968, "Errata: testing single-equation least squares regression models for autocorrelated disturbances" Econometrica 36 626
33. Hepple L W. 1974 Econometric Estimation and Model-building with Spatial Series unpublished PhD thesis, University of Cambridge, Cambridge
34. Hepple L W, 1976, "A maximum likelihood model for econometric estimation with spatial dependence", in London Papers in Regional Science 6. Theory and Practice in Regional Science Ed. I Masser (Pion, London) pp 90 - 104
35. Hordijk L, 1974. "Spatial correlation in the disturbances of a linear interregional model" Regional and Urban Economics 4 117 - 140
36. Imhof J P, 1961, "Computing the distribution of quadratic forms in normal variables" Biometrika 48 419 - 426
37. King M L, 1987, "Testing for autocorrelation in linear regression models: a survey", in Specification Analysis in the Linear Model Eds M L King, DEA Giles (Routledge and Kegan Paul, London) pp 19 - 73
38. Koerts J, Abrahamse A P J, 1969 On the Theory and Application of the General Linear Model (Rotterdam University Press, Rotterdam)
39. Kohn R, Shively T S, Ansley C F, 1993, "Computing p-values for the generalized Durbin - Watson statistics and residual autocorrelations in regression" Applied Statistics 42 249 - 269
40. Koopmans T C, 1942, "Serial correlation and quadratic forms in normal variables" Annals of Mathematical Statistics 13 14 - 33
41. Lebart L, 1969, "Analyse statistique de la contiguïté" Publications de l'Institut de Statistique de l'Université de Paris 18 81 - 112
42. L'Esperance W L, Taylor D, 1975. "The power of four tests of autocorrelation in the linear regression model" Journal of Econometrics 31 - 21
43. L'Esperance W L, Chall D, Taylor D, 1976, "An algorithm for determining the distribution function of the Durbin - Watson test statistic" Econometrica 44 1325 - 1326
44. Moran P A P, 1950, "Notes on continuous stochastic phenomena" Biometrika 37 17 - 23
45. Palm F C, Sneek J M, 1984, "Significance tests and spurious correlation in regression models with autocorrelated errors" Statistische Hefte 25 87 - 105
46. Pan Jie-Jian, 1964, "Distributions of the noncircular serial correlation coefficients" Shuxue Jinzhan 7 328 - 337 [translated by N N Chan for Selected Translations in Mathematical Statistics and Probability 7 281 - 292]
47. Pan Jie-Jian, 1964, "Distributions of the noncircular serial correlation coefficients" Shuxue Jinzhan 7 328 - 337 [translated by N N Chan for Selected Translations in Mathematical Statistics and Probability 7 281 - 292]
48. Savin N E, White K J, 1978, "Testing for autocorrelation with missing observations" Econometrica 46 59 - 67
49. Sen A, 1990, "Distribution of spatial correlation statistics (with discussion)", in Spatial Statistics: Past, Present and Future Ed. D A Griffith, monograph 12, Institute of Mathematical Geography, Ann Arbor, MI, pp 257 - 274
50. Shively T S, Ansley C F, Kohn R, 1990, "Fast evaluation of the distribution of the Durbin - Watson and other invariant test statistics in time series regression" Journal of the American Statistical Association 75 676 - 685
51. Tiefelsdorf M, Boots B. 1995, "The exact distribution of Moran's I" Environment and Planning A 27 985 - 999
52. Upton G. Fingleton B, 1985 Spatial Data Analysis by Example, Volume 1 (John Wiley, New York)
53. White K J, 1978. "A general computer program for econometric models - SHAZAM" Econometrica 46 239 - 240
54. White K J. Haun S A, Horsman N G, Wong S D, 1988 SHAZAM Econometrics Computer Program: User's Reference Manual Version 6.1 (McGraw-Hill, New York)