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Non-testability of equal weights spatial dependence

By Federico Martellosio

Abstract

We show that any invariant test for spatial autocorrelation in a spatial error or spatial\ud lag model with equal weights matrix has power equal to size. This result holds under\ud the assumption of an elliptical distribution. Under Gaussianity, we also show that any\ud test whose power is larger than its size for at least one point in the parameter space\ud must be biased

Publisher: Cambridge University Press
Year: 2011
OAI identifier: oai:centaur.reading.ac.uk:17198

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