Testing spatial autocorrelation in weighted networks: the modes permutation test

• Published in: Journal of geographical systems Vol. 15; no. 3; pp. 233 - 247
• Main Author: Bavaud, François
• Format: Journal Article
• Language: English
• Published: Berlin/Heidelberg Springer-Verlag 01.07.2013; Springer; Springer Nature B.V
• Subjects: Accessibility; Autocorrelation; Bootstrap method; Computer Appl. in Social and Behavioral Sciences; Connectivity; Decomposition; Econometrics; Economics; Economics and Finance; Eigenvectors; Exchange; Formalism; Geographical Information Systems/Cartography; Hypotheses; Landscape/Regional and Urban Planning; Markov analysis; Markov chains; Matrix; Networks; Original Article; Permutations; Regional/Spatial Science; Regions; Spatial filtering; Spectra; Urban Economics; C31; Weighted networks; Permutation test; C12; Local variance; Moran’s; C15; Bootstrap; Markov and semi-Markov processes; Spatial filtering; Spatial autocorrelation

In a weighted spatial network, as specified by an exchange matrix, the variances of the spatial values are inversely proportional to the size of the regions. Spatial values are no more exchangeable under independence, thus weakening the rationale for ordinary permutation and bootstrap tests of spati...