*Correlated Errors

  • Ashish Sen
  • Muni Srivastava
Part of the Springer Texts in Statistics book series (STS)


Continuing with our examination of violations of Gauss-Markov conditions, in this chapter we examine the case where

$$E(\in \in ') = {\sigma ^2}\Omega$$

could be non-diagonal; i.e., some E(∈j∈j)’s may be non-zero even when ij. Cases of this kind do occur with some frequency. For example, observations of the same phenomena (e.g., per capita income) taken over time are often correlated (serial correlation), observations (e.g., of median rent) from points or zones in space that are close together are often more alike than observations taken from points further apart (spatial correlation), and observations from the same production run or using the same laboratory equipment often have more semblance than those from distinct runs.


Spatial Correlation Serial Correlation Unbiased Estimator Bituminous Coal Correlate Error 
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Copyright information

© Springer-Verlag New York Inc. 1990

Authors and Affiliations

  • Ashish Sen
    • 1
  • Muni Srivastava
    • 2
  1. 1.College of Architecture, Art, and Urban Planning School of Urban Planning and PolicyThe University of IllinoisChicagoUSA
  2. 2.Department of StatisticsUniversity of TorontoTorontoCanada

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