1995
DOI: 10.1068/a270985
|View full text |Cite
|
Sign up to set email alerts
|

The Exact Distribution of Moran's I

Abstract: In analogy to the exact distribution of the Durbin—Watson d statistic for serial autocorrelation of regression residuals, the exact small sample distribution of Moran's I statistic (or alternatively Geary's c) can be derived. Use of algebraic results by Koerts and Abrahamse and theoretical results by Imhof, allows the authors to determine by numerical integration the exact distribution function of Moran's I for normally distributed variables. For the case in which the explanatory variables have been neglected,… Show more

Help me understand this report

Search citation statements

Order By: Relevance

Paper Sections

Select...
2
1
1
1

Citation Types

1
124
0
2

Year Published

2005
2005
2021
2021

Publication Types

Select...
7
2

Relationship

0
9

Authors

Journals

citations
Cited by 252 publications
(127 citation statements)
references
References 17 publications
1
124
0
2
Order By: Relevance
“…The assumption is of the utmost importance for the maximum-likelihood tests and is very useful in those linked to the Knox statistic. The exact distribution of Moran's test, even assuming normality is not standard and depends on the eigenvalues of the weighting matrix (Tiefelsdorf and Boots, 1995, Tiefelsdorf, 2000, Kelejian and Prucha, 2001. Under relatively weak conditions, this distribution converges to the normal distribution (Sen, 1976).…”
Section: Introductionmentioning
confidence: 99%
“…The assumption is of the utmost importance for the maximum-likelihood tests and is very useful in those linked to the Knox statistic. The exact distribution of Moran's test, even assuming normality is not standard and depends on the eigenvalues of the weighting matrix (Tiefelsdorf and Boots, 1995, Tiefelsdorf, 2000, Kelejian and Prucha, 2001. Under relatively weak conditions, this distribution converges to the normal distribution (Sen, 1976).…”
Section: Introductionmentioning
confidence: 99%
“…Tiefelsdorf and Boots [18] show that nλ (2) (C)/1 n 'C1 n ≈ λ (2) (C)/λ(C) is approximately the largest possible value of Moran's I. For many of the graphs in M05, there is a large gap between λ(C) and λ (2) (C), but this occurs for none of the 70 configurations.…”
Section: Extreme Eigenvaluesmentioning
confidence: 99%
“…, E n ) are the eigenvectors corresponding to the eigenvalues Λ [22]. For being orthogonal and uncorrelated, each eigenvector can portray distinct map patterns with achievable level of spatial autocorrelation for a given geographic landscape [31]. The function relation has been detected between MC value for a mapped eigenvector and its corresponding eigenvalue as follows:…”
Section: Eigenvector Generation Based On Swmmentioning
confidence: 99%