NONTESTABILITY OF EQUAL WEIGHTS SPATIAL DEPENDENCE
证明在等权重矩阵的空间误差或空间滞后模型中,任何空间自相关不变检验的功效都等于其显著性水平,且在正态分布下任何在某参数点上功效大于水平的检验都是有偏的。
We show that any invariant test for spatial autocorrelation in a spatial error or spatial lag model with equal weights matrix has power equal to size. This result holds under the assumption of an elliptical distribution. Under Gaussianity, we also show that any test whose power is larger than its size for at least one point in the parameter space must be biased.