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statistics with correlated errors
Posted:
Jul 16, 2006 12:40 PM


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 standalone 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



