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


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.


Spatial Autocorrelation Weighting Matrix Linear Regression Model Relative Efficiency Corrected Proof 
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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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