利用局部Morans I_i统计量检验回归模型的残差之间的趋势性

To test trend of linear regression residuals by using local Morans I_i statistic

摘要: 局部Moran'sIi统计量是在检验空间的局部相关性时经常用到的一个统计量.本文基于正态变量二次型分布的理论,利用局部Moran'sIi统计量来检验经典线性回归模型的拟合残差之间的趋势性,并给出了计算检验p-值的精确方法与三阶矩χ2逼近方法.

Abstract: The local Moran's I_i statistic is one of the most commonly used statistics for detecting the local patterns of spatial association.In this paper,based on the distributional theory of quadratic forms in normal variables,an exact method and a three-moment χ~2 approximation are proposed for computing the p-value of the local Moran's I_i defined by regression residuals in order to test the trend of linear regression residuals.