spdep (version 0.1-2)

geary.test: Geary's C test for spatial autocorrelation

Description

Geary's test for spatial autocorrelation using a spatial weights matrix in weights list form. The assumptions underlying the test are sensitive to the form of the graph of neighbour relationships and other factors, and results may be checked against those of geary.mc permutations.

Usage

geary.test(x, listw, randomisation=TRUE, zero.policy=FALSE,
    alternative="less")

Arguments

x

a numeric vector the same length as the neighbours list in listw

listw

a listw object created for example by nb2listw

randomisation

variance of I calculated under the assumption of randomisation, if FALSE normality

zero.policy

if TRUE assign zero to the lagged value of zones without neighbours, if FALSE assign NA

alternative

a character string specifying the alternative hypothesis, must be one of less (default), greater or two.sided.

Value

• A list with class htest containing the following components:
• statistic
  the value of the standard deviate of Geary's C.
• p.value
  the p-value of the test.
• estimate
  the value of the observed Geary's C, its expectation and variance under the method assumption.
• alternative
  a character string describing the alternative hypothesis.
• method
  a character string giving the assumption used for calculating the standard deviate.
• data.name
  a character string giving the name(s) of the data.

References

Cliff, A. D., Ord, J. K. 1981 Spatial processes, Pion, p. 21.

See Also

geary, geary.mc

Examples

data(oldcol)
geary.test(COL.OLD$CRIME, nb2listw(COL.nb, style="W"))
geary.test(COL.OLD$CRIME, nb2listw(COL.nb, style="W"), randomisation=FALSE)
colold.lags <- nblag(COL.nb, 3)
geary.test(COL.OLD$CRIME, nb2listw(colold.lags[[2]], style="W"))
geary.test(COL.OLD$CRIME, nb2listw(colold.lags[[3]], style="W"),
  alternative="greater")