Drexel dragonThe Math ForumDonate to the Math Forum



Search All of the Math Forum:

Views expressed in these public forums are not endorsed by Drexel University or The Math Forum.


Math Forum » Discussions » sci.math.* » sci.stat.edu.independent

Topic: statistics with correlated errors
Replies: 1   Last Post: Jul 16, 2006 12:47 PM

Advanced Search

Back to Topic List Back to Topic List Jump to Tree View Jump to Tree View   Messages: [ Previous | Next ]
Seth Myers

Posts: 28
Registered: 12/6/04
statistics with correlated errors
Posted: Jul 16, 2006 12:40 PM
  Click to see the message monospaced in plain text Plain Text   Click to reply to this topic Reply

Hi,

I'm trying to learn more about working with autocorrelated data. I'm wondering about using an autocovariate (neighborhood y values used as predictor of focal y value) and a correlated error structure simultaneously. The standard equation fitted for correlated errors includes a weight function on all Y and X values. It seems in this case that adding an autocovariate might be redundant because the weighting of the Ys might be adjusted to account for this in the stand-alone correlated error equation. One way to check would be to run both and see if the same predictions are given. I thought someone here wiser than I may have a quick answer and intuition or tell me a place to look for such.

S



Point your RSS reader here for a feed of the latest messages in this topic.

[Privacy Policy] [Terms of Use]

© Drexel University 1994-2014. All Rights Reserved.
The Math Forum is a research and educational enterprise of the Drexel University School of Education.