Abstract
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.
Full Text 
Sign-in/Register to access full text options
Sign-in/Register to access full text options 
Paper version not known
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a call
