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Robust Inference For Regression With Spatially Correlated Errors, Juchi Ou, Jeffrey M. Albert
Robust Inference For Regression With Spatially Correlated Errors, Juchi Ou, Jeffrey M. Albert
Journal of Modern Applied Statistical Methods
A robust variance estimator for a regression model with spatially correlated errors is proposed using the estimated empirical covariogram. Simulations studies show unbiasedness and robustness for the OLS but not for the GLS estimates. The new robust variance estimation method is applied to hospital quality data.. Stephanie A.