Testing for Block Effects in Regression Models Based on Survey Data
- 1 September 1986
- journal article
- research article
- Published by JSTOR in Journal of the American Statistical Association
- Vol. 81 (395) , 677
- https://doi.org/10.2307/2288995
Abstract
This article considers the problem of testing for intrablock or intracluster correlation in regression disturbances that may occur when cluster or two-stage sampling data is used in regression analysis. It points out that the one-sided Lagrange multiplier test is locally best invariant. An empirical power comparison suggests that if the block structure is known this test should be used. Otherwise the Durbin—Watson test provides a useful test, especially in large samples.Keywords
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