A non-parametric spatial independence test using symbolic entropy

B-Tier
Journal: Regional Science and Urban Economics
Year: 2010
Volume: 40
Issue: 2-3
Pages: 106-115

Authors (4)

López, Fernando (not in RePEc) Matilla-García, Mariano (Universidad Nacional de Educac...) Mur, Jesús Marín, Manuel Ruiz (not in RePEc)

Score contribution per author:

0.503 = (α=2.01 / 4 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

In the present paper, we construct a new, simple, consistent and powerful test for spatial independence, called the SG test, by using the new concept of symbolic entropy as a measure of spatial dependence. The standard asymptotic distribution of the test is an affine transformation of the symbolic entropy under the null hypothesis. The test statistic, with the proposed symbolization procedure, and its standard limit distribution have appealing theoretical properties that guarantee the general applicability of the test. An important aspect is that the test does not require specification of the W matrix and is free of a priori assumptions. We include a Monte Carlo study of our test, in comparison with the well-known Moran's I, the SBDS (de Graaff et al., 2001) and [tau] test (Brett and Pinkse, 1997) that are two non-parametric tests, to better appreciate the properties and the behaviour of the new test. Apart from being competitive compared to other tests, results underline the outstanding power of the new test for non-linear dependent spatial processes.

Technical Details

RePEc Handle
repec:eee:regeco:v:40:y:2010:i:2-3:p:106-115
Journal Field
Urban
Author Count
4
Added to Database
2026-01-25