The efficiency of OLS estimator in the linear-regression model with spatially correlated errors

  • Butte Gotu Department of Statistics, Faculty of Science, Addis Ababa University PO Box 1176, Addis Ababa, Ethiopia
Keywords: Efficiency, generalized least squares, ordinary least squares, spatial error process, spatial correlation

Abstract



Bounds for the efficiency of ordinary least squares estimator relative to generalized least squares estimator in the linear regression model with first-order spatial error process are given.

SINET: Ethiopian Journal of Science Vol. 24, No. 1 (June 2001), pp. 17-33

Key words/phrases: Efficiency, generalized least squares, ordinary least squares, spatial error process, spatial correlation
Published
2004-06-09
Section
Articles

Journal Identifiers


eISSN: 2520-7997
print ISSN: 0379-2897