Robust Inference for Regression with Spatially Correlated Errors

被引：0
|
作者：
Ou, Juchi [1 ]
Albert, Jeffrey M. [2 ]
机构：
[1] Case Western Reserve Univ, Biostat, Cleveland, OH 44106 USA
[2] Case Western Reserve Univ, Sch Med, Dept Epidemiol & Biostat, Biostat, Cleveland, OH 44106 USA
来源：
JOURNAL OF MODERN APPLIED STATISTICAL METHODS | 2011年 / 10卷 / 02期
关键词：
Ordinary least squares; generalized least squares; robust variance estimation; hospital quality; semivariogram;
D O I：
10.22237/jmasm/1320120360
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
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.
引用
收藏
页码：462 / 475
页数：14
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