Journal of the Korean Statistical Society

The Korean Statistical Society (한국통계학회)
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Analysis of Linear Regression Model with Two Way Correlated Errors

  • Published : 2000.06.01
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Abstract

This paper considers a linear regression model with space and time data in where the disturbances follow spatially correlated error components. We provide the best linear unbiased predictor for the one way error components. We provide the best linear unbiased predictor for the one way error component model with spatial autocorrelation. Further, we derive two diagnostic test statistics for the assessment of model specification due to spatial dependence and random effects as an application of the Lagrange Multiplier principle.

Keywords

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