On the Cliff-Ord Test for Spatial Correlation

摘要: A TEST for spatial correlation in regression disturbances has been given by Cliff and Ord (1973). In their treatment, the test is defined analogy with that first advanced Durbin Watson (1950) context of serial correlation. It then shown asymptotic efficiency Cliff-Ord statistic relative to any other same functional form not less than unity. An informal argument employed demonstrate convergence statistic, when parameter approWaches zero, a quadratic appearing likelihood ratio. The derivation below enables be by-passed, as Silvey's (1959) general results on equivalence Lagrange Multiplier, ratio tests can now invoked. Consider usual linear model,