• Media type: E-Book; Report
  • Title: More on the F-test under nonspherical disturbances
  • Contributor: Krämer, Walter [Author]; Hanck, Christoph [Author]
  • imprint: Dortmund: Technische Universität Dortmund, Sonderforschungsbereich 475 - Komplexitätsreduktion in Multivariaten Datenstrukturen, 2008
  • Language: English
  • Keywords: F-test ; spatial autocorrelation
  • Origination:
  • Footnote: Diese Datenquelle enthält auch Bestandsnachweise, die nicht zu einem Volltext führen.
  • Description: 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.
  • Access State: Open Access