Logo
Munich Personal RePEc Archive

Testing for spatial autocorrelation: the regressors that make the power disappear

Martellosio, Federico (2008): Testing for spatial autocorrelation: the regressors that make the power disappear.

[thumbnail of MPRA_paper_10542.pdf]
Preview
PDF
MPRA_paper_10542.pdf

Download (1MB) | Preview

Abstract

We show that for any sample size, any size of the test, and any weights matrix outside a small class of exceptions, there exists a positive measure set of regression spaces such that the power of the Cliff-Ord test vanishes as the autocorrelation increases in a spatial error model. This result extends to the tests that define the Gaussian power envelope of all invariant tests for residual spatial autocorrelation. In most cases, the regression spaces such that the problem occurs depend on the size of the test, but there also exist regression spaces such that the power vanishes regardless of the size. A characterization of such particularly hostile regression spaces is provided.

Atom RSS 1.0 RSS 2.0

Contact us: mpra@ub.uni-muenchen.de

This repository has been built using EPrints software.

MPRA is a RePEc service hosted by Logo of the University Library LMU Munich.