Correlation In Time Series Regression
The Geary Test
Bibliographic Data
| ID | 2331422 |
|---|---|
| Authors | Robert Nash Parker (University of Akron, corresponding author) |
| Year | 1980 |
| Volume | 9 |
| Issue | 1 |
| Pages | 99-114 |
| Publication date | 1980-08-01 |
| Peer Reviewed | Yes |
| Open Access | Yes |
| Type | ARTICLE |
| Venue | Sociological Methods & Research (JOURNAL) |
| Journal identifiers | ISSN: 0049-1241 • E-ISSN: 1552-8294 |
| Publisher | SAGE Publications Inc (PUBLISHER) |
| DOI | 10.1177/004912418000900105 |
| OpenAlex | W2017515796 |
| Language | EN |
| Citations received | 2 |
| References cited | 20 |
Sociologists have recently become more interested in testing dynamic models of social change via time series regression techniques (e.g., Snyder, 1975; Franke and Kaul, 1978; Burstein and Freudenburg, 1978). The existence of serial correlation in the disturbance term, which would constitute a violation of one of the standard regression model assumptions, is usually tested for in such models via the Durbm-Watson (1950, 1951) d test statrstic. However, the Durbin-Watson test often allows no inference concerning the existence of serial correlation because the critical values of the test cannot be tabulated exactly. Geary †1970∪ proposed a test statistic, tau, which is easy to calculate and has an exact probability distribution. This article discusses serial correlation and its consequences for OLS regression equations, proposes the Geary test as a convenient addition to the Durbin-Watson test, and argues that the Geary test provides additional information, especially in the case of indeterminancy in the Durbin-Watson. The use of tau is illustrated by replications of three sociological studies and, although the Geary test is consistently less powerful than the Durbin-Watson test, it is a useful additional piece of information in most situations
Autocorrelation · Econometrics · Inference · Regression · Regression analysis · Series (stratigraphy) · Statistic · Statistical hypothesis testing · Statistics · Test (biology) · Test statistic · Watson · Artificial Intelligence · Computer Science · Electoral Systems and Political Participation · Mathematics
The Distributed Lag Between Capital Appropriations and Expenditures
Testing for Serial Correlation in Least Squares Regression. Ii
The t-Test and High-Order Serial Correlation
The Power of the Durbin-Watson and Geary Tests
The Relative Power of the t-Test
A Comparison of the Power of the Von Neumann Ratio, Durbin-Watson and Geary Tests
The Relative Power of the T-Test
Some Further Evidence on the Power of the Durbin-Watson and Geary Tests
Institutional Setting and Industrial Conflict
The Hawthorne Experiments
Trend Studies With Survey Sample and Census Data
Changing Public Policy
| Unique citing works | 2 |
|---|---|
| Citations per year | 0,05 |
| Citation span | 1984 - 1985 (2) |
| Citation velocity | historical |
| Highly cited | No |
| Citation types | Neutral: 1 |