Permutation Tests for Correlation in Regression Errors
回归误差相关性的置换检验
This article is about tests for serial, spatial, or other correlation in e, the error vector in the linear model Y = Xβ + e. The errors need not come from a particular parametric distribution such as the normal. P values are computed using permutations of the regression residuals. In the special cases that Y = e or X is a vector of Is, the tests are valid and consistent. In general, regression residuals are not exchangeable, so the tests are only approximate. It is shown,…