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Autocorrelation: variable correlated on itself.
Observations that are “proximate” will have similar values (positive autocorrelation). “Proximate” can be defined in many ways:
• Closer together in time (1 dimension). Temporal autocorrelation.
• Closer together in space (2 dimensions). Spatial autocorrelation.
Degree of autocorrelation can be calculated:
• For dependent or independent variables.
• For regression residuals.
Autocorrelation of regression residuals creates problem.
• Usual view: estimated coefficients are unbiased, but standard errors are biased.
• Alternative view: autocorrelated residuals signal presence of omitted variables. estimated coefficients are biased.
12 Proximity Matrices
1. Physical Distance2. Language Phylogeny3. Religion4. Huntington Civlization5. Colonial/Imperial6. Level of Development7. Ecology8. Trade9. Formal Treaty10.Allies11.Enemies12.Event Frequency
The 12 selected languages are on the periphery of the digraph. Links point toward higher taxonomic levels, with all nodes ultimately connected to the node labeled Indo-European. The numbers indicate for selected nodes the maximum path length leading to that node. The taxonomy is from Grimes 2000
Danish
Norwegian BokmaalSwedish English
Standard German
Armenian
Hindi
Dari
Spanish
Portuguese
French
Cajun French
Indo-European
Indo-Iranian
Germanic
Italic
10
5
23
5
61
2
5
West Germanic
Danish
Norwegian BokmaalSwedish English
Standard German
Armenian
Hindi
Dari
Spanish
Portuguese
French
Cajun French
Indo-European
Indo-Iranian
Germanic
Italic
10
5
23
5
61
2
5
West Germanic