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st: Testing for Spatial Autocorrelation in Residuals


From   "Allan Joseph Medwick" <amedwick@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: Testing for Spatial Autocorrelation in Residuals
Date   Mon, 10 Mar 2008 07:45:15 -0400

Hi, All,

I would like to examine the residuals from a Poisson and a Negative
Binomial model for spatial autocorrelation.  I know that -spautoc-
will calculate Moran and Geary measures of autocorrelation, but I have
read that the "regular" Moran's I calculation is not appropriate for
residuals.  Is there a way to check the deviance and Pearson residuals
from a Poisson or Negative Binomial model in Stata for
autocorrelation?  Can Anscombe residuals be used in the analysis?  Are
there any additional tests besides the Moran and Geary measures that
would be appropriate to check?  Any other suggestions?

If there is spatial autocorrelation in the error term, is there a way
to model this in Stata?  Would -gwr- be the best choice?

Thanks,
Allan

-- 
Allan Joseph Medwick, MGA
Doctoral Student, Higher Education Management
University of Pennsylvania Graduate School of Education
Telephone: 267.872.0336
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