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Exact Testing for Spatial Autocorrelation among Regression Residuals

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  • L W Hepple

    (Department of Geography, University of Bristol, Bristol BS8 1SS, England)

Abstract

This paper develops the exact distribution of the Moran or Cliff-Ord test for spatial autocorrelation among regression residuals. It shows how practical, computational methods can be used to implement the exact test. Higher order approximations to the distribution are also discussed. Empirical applications are provided, and the value of exact testing is discussed.

Suggested Citation

  • L W Hepple, 1998. "Exact Testing for Spatial Autocorrelation among Regression Residuals," Environment and Planning A, , vol. 30(1), pages 85-108, January.
    • Handle: RePEc:sae:envira:v:30:y:1998:i:1:p:85-108
    DOI: 10.1068/a300085
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    References listed on IDEAS

    as
    1. Savin, N Eugene & White, Kenneth J, 1978. "Testing for Autocorrelation with Missing Observations," Econometrica, Econometric Society, vol. 46(1), pages 59-67, January.
    2. Ali, Mukhtar M. & Sharma, Subhash C., 1993. "Robustness to nonnormality of the Durbin-Watson test for autocorrelation," Journal of Econometrics, Elsevier, vol. 57(1-3), pages 117-136.
    3. White, Kenneth J, 1978. "A General Computer Program for Econometric Methods-Shazam," Econometrica, Econometric Society, vol. 46(1), pages 239-240, January.
    4. Blommestein, H. J., 1985. "Elimination of circular routes in spatial dynamic regression equations," Regional Science and Urban Economics, Elsevier, vol. 15(1), pages 121-130, February.
    5. Robert Kohn & Thomas S. Shively & Craig F. Ansley, 1993. "Computing p‐Values for the Generalized Durbin–Watson Statistic and Residual Autocorrelations in Regression," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 42(1), pages 249-258, March.
    6. Bartels, Cornelis P. A. & Hordijk, Leen, 1977. "On the power of the generalized Moran contiguity coefficient in testing for spatial autocorrelation among regression disturbances," Regional Science and Urban Economics, Elsevier, vol. 7(1-2), pages 83-101, March.
    7. L'Esperance, Wilford L & Chall, Daniel & Taylor, Daniel, 1976. "An Algorithm for Determining the Distribution Function of the Durbin-Watson Test Statistic," Econometrica, Econometric Society, vol. 44(6), pages 1325-1326, November.
    8. Hordijk, L., 1974. "Spatial correlation in the disturbances of a linear interregional model," Regional and Urban Economics, Elsevier, vol. 4(2), pages 117-140, October.
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    Citations

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    Cited by:

    1. Julie Le Gallo, 2002. "Économétrie spatiale : l'autocorrélation spatiale dans les modèles de régression linéaire," Économie et Prévision, Programme National Persée, vol. 155(4), pages 139-157.
    2. Roger S. Bivand & David W. S. Wong, 2018. "Comparing implementations of global and local indicators of spatial association," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 27(3), pages 716-748, September.
    3. LE GALLO, Julie, 2000. "Econométrie spatiale 1 -Autocorrélation spatiale," LATEC - Document de travail - Economie (1991-2003) 2000-05, LATEC, Laboratoire d'Analyse et des Techniques EConomiques, CNRS UMR 5118, Université de Bourgogne.
    4. Bivand, Roger & Müller, Werner G. & Reder, Markus, 2009. "Power calculations for global and local Moran's," Computational Statistics & Data Analysis, Elsevier, vol. 53(8), pages 2859-2872, June.
    5. Julie Le Gallo, 2000. "Spatial econometrics (1, Spatial autocorrelation) [Econométrie spatiale (1, Autocorrélation spatiale)]," Working Papers hal-01527290, HAL.

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