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Statistical Papers

, Volume 34, Issue 1, pp 263–270 | Cite as

The relative efficiency of OLS in the linear regression model with spatially autocorrelated errors

  • C. Tilke
Articles

Abstract

The relative efficiency of the OLS-estimator in the linear regression model given spatially autocorrelated errors is considered. A theorem of Krämer and Donninger (1987) is shown to be wrong and a corrected proof of this result is given under an additional assumption.

Keywords

Spatial Autocorrelation Weighting Matrix Linear Regression Model Relative Efficiency Corrected Proof 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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References

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Copyright information

© Springer-Verlag 1993

Authors and Affiliations

  • C. Tilke
    • 1
  1. 1.Fakultät für Wirtschaftswissenschaften, Lehrstuhl für Statistik und ÖkonometrieUniversität BielefeldBielefeld

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