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

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

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