The spatial autocorrelation coefficient Moran's I under heteroscedasticity.

作者: THOMAS WALDHÖR

DOI: 10.1002/(SICI)1097-0258(19960415)15:7/9<887::AID-SIM257>3.0.CO;2-E

关键词: EconometricsMathematicsMoran's ISpatial analysisPopulationStatisticsCovariance matrixHeteroscedasticityStatistical hypothesis testingRandomnessAutocorrelation

摘要: The spatial distribution of rates used in epidemiology often raises questions concerning the randomness observed pattern. In order to provide a first answer this kind question, well-known autocorrelation coefficient Moran's I is frequently used. Unfortunately, under heteroscedasticity, that is, unequal variances due different population sizes, moments test H(0) differ from usually moments. To obtain less biased test, it proposed paper and validated by simulation results, approximate means incorporating size into covariance matrix rates.

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