Testing for block effects in regression models based on survey data

Maxwell L. King, Merran A. Evans

Research output: Contribution to journalArticleResearchpeer-review

21 Citations (Scopus)

Abstract

This article considers the problem of testing for intrablock or intracluster correlation in regression disturbances that may occur when cluster or two-stage sampling data is used in regression analysis. It points out that the one-sided Lagrange multiplier test is locally best invariant. An empirical power comparison suggests that if the block structure is known this test should be used. Otherwise the Durbin—Watson test provides a useful test, especially in large samples.

Original languageEnglish
Pages (from-to)677-679
Number of pages3
JournalJournal of the American Statistical Association
Volume81
Issue number395
DOIs
Publication statusPublished - Sep 1986

Keywords

  • Durbin—Watson test
  • Intrablock correlation
  • Lagrange multiplier test
  • Power
  • Sample survey data

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