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Peer reviewed Peer reviewed
ERIC Number: EJ594299
Record Type: CIJE
Publication Date: 1999
Pages: N/A
Abstractor: N/A
Reference Count: 0
ISBN: N/A
ISSN: ISSN-0013-1644
Autocorrelation Effects on Least-Squares Intervention Analysis of Short Time Series.
Huitema, Bradley E.; McKean, Joseph W.; McKnight, Scott
Educational and Psychological Measurement, v59 n5 p767-86 Oct 1999
Clarifies several issues regarding the effects of autocorrelated errors on Type I error in ordinary least-squares models. Demonstrates through Monte Carlo simulation the conditions under which distortion in Type I error is less than predicted by asymptotic theory. Suggests a recently developed small-sample method for time-series analyses. (SLD)
Descriptors: Least Squares Statistics, Monte Carlo Methods, Sample Size, Sampling, Simulation
Publication Type: Journal Articles; Reports - Descriptive
Education Level: N/A
Audience: N/A
Language: English
Sponsor: N/A
Authoring Institution: N/A
Identifiers: Asymptotic Distribution Theory; Autocorrelation; Time Series Analysis; Type I Errors
Note: Research supported by Grant SES-9205328 from the National Science Foundation.