Spatial Autocorrelation Approaches to Testing Residuals from Least Squares Regression | |
Chen, Yanguang | |
刊名 | PLOS ONE |
2016 | |
DOI | 10.1371/journal.pone.0146865 |
英文摘要 | In geo-statistics, the Durbin-Watson test is frequently employed to detect the presence of residual serial correlation from least squares regression analyses. However, the Durbin-Watson statistic is only suitable for ordered time or spatial series. If the variables comprise cross-sectional data coming from spatial random sampling, the test will be ineffectual because the value of Durbin-Watson's statistic depends on the sequence of data points. This paper develops two new statistics for testing serial correlation of residuals from least squares regression based on spatial samples. By analogy with the new form of Moran's index, an autocorrelation coefficient is defined with a standardized residual vector and a normalized spatial weight matrix. Then by analogy with the Durbin-Watson statistic, two types of new serial correlation indices are constructed. As a case study, the two newly presented statistics are applied to a spatial sample of 29 China's regions. These results show that the new spatial autocorrelation models can be used to test the serial correlation of residuals from regression analysis. In practice, the new statistics can make up for the deficiencies of the Durbin-Watson test.; SCI(E); PubMed; ARTICLE; chenyg@pku.edu.cn; 1; e0146865; 11 |
语种 | 英语 |
内容类型 | 期刊论文 |
源URL | [http://ir.pku.edu.cn/handle/20.500.11897/435272] |
专题 | 地球与空间科学学院 |
推荐引用方式 GB/T 7714 | Chen, Yanguang. Spatial Autocorrelation Approaches to Testing Residuals from Least Squares Regression[J]. PLOS ONE,2016. |
APA | Chen, Yanguang.(2016).Spatial Autocorrelation Approaches to Testing Residuals from Least Squares Regression.PLOS ONE. |
MLA | Chen, Yanguang."Spatial Autocorrelation Approaches to Testing Residuals from Least Squares Regression".PLOS ONE (2016). |
个性服务 |
查看访问统计 |
相关权益政策 |
暂无数据 |
收藏/分享 |
除非特别说明,本系统中所有内容都受版权保护,并保留所有权利。
修改评论