C. Nass et Y. Moon, LOCALIZED AUTOCORRELATION DIAGNOSTIC STATISTIC (LADS) FOR SOCIOLOGICAL MODELS - TIME-SERIES, NETWORK, AND GEOGRAPHIC DATA SETS, Sociological methods & research, 25(2), 1996, pp. 223-247
Regression models in sociology, because they are often based on datase
ts with a surfeit of variables and an underlying connectivity pattern,
permit the we of unique diagnostic techniques. This article elaborate
s on the localized autocorrelation diagnostic statistic, LADS, which d
etermines the probability that in a model with N cares, a connected se
t of size C or more among the E most extreme, same-signed residuals oc
curred by chance. LADS can suggest variables to be included in a model
and can be applied to time-series, geographic group(i.e., cliques, bl
ocks, clusters, and different values on a nominal variable), and netwo
rk data Exact formular for LADS for time-series and grouped data, as w
ell as principles for the robustness of LADS under global autocorrelat
ion, are introduced and a general algorithm for all data sets of conne
cted cases is presented Examples demonstrate how LADS can suggest new
variables and improve the overall fit of models.