Zurich talk on Autocorrelation

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Swiss Federal Institute of Technology Zurich (formerly ETHZ)

Initially an Invited colloquium speaker, Biweekly Sociology Colloquium, U. Cologne. June 4 or June 11 2008. "Autocorrelation Models in Cross-Cultural Research." Invitation of Jörg Rössel.(moving from Cologne to Zurich in February). Rössel then transferred to the University of Zurich.

These are notes for a talk never given.

Anthon Eff

Run: Comparative research tools#Correlation_and_Regression_Using_Autocorrelation_in_model_specification\

These R results replicate Table 4 (Explaining SCCS Var#826 (Average Female Contribution to Subsistence) in Eff, E. Anthon. 2004. Does Mr. Galton Still Have a Problem? Autocorrelation in the Standard Cross-Cultural Sample. World Cultures 15(2):153-170. download with no residual autocorrelation and R-Square=.3121 variance accounted for.

Bootstrap estimates of the sample bivariate autocorrelation and partial autocorrelation distributions (with Norman H. Josephy and Amir D. Aczel). J. Statist. Comput. Simul. 46 (1993), 235{249. LIST OF PUBLICATIONS Hans Rudolf KUNSCH ETHZ

Roger Bivand

request for tutorial

1982 Network Autocorrelation: A Simulation Study of a Foundational Problem in the Social Sciences (M.M. Dow, M.L. Burton, drw) Social Networks 4(2):169-200. http://tinyurl.com/yuvqrv\

Galton's Problem

Autocorrelation

Dynamical Autocorrelation

Correlogram

Durbin-Watson statistic

Portmanteau test

Decorrelation

Detrended fluctuation analysis

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