Spatial Autocorrelation among Errors and the Relative Efficiency of OLS in the Linear Regression Model
误差的空间自相关与线性回归中 OLS 的相对效率
The article considers the efficiency of ordinary least squares (OLS) coefficient estimates relative to generalized least squares (GLS) in a linear regression model where the disturbances follow a spatial autocorrelation pattern. The main result is that the limiting relative efficiency of OLS, as correlation among disturbances increases, tends to either zero or unity for most design matrices and correlation patterns encountered in practice. Which of these cases applies…