Is Fisher z transformation applicable for the z score of Moran's I in function sp.correlogram?
No, Moran's I is *not* a correlation coefficient, see publications by Hepple, Tiefelsdorf and others. Roger
On Sun, 3 May 2015, mozzie wrote:
Sorry, I made some mistake in the previous post.
My question is:
*Can I use the estimate column for Fisher z transformation?
*
Spatial correlogram
method: Moran's I
estimate expectation variance standard deviate Pr(I) two
sided
1 (5300) 0.06365873 -0.00018871 0.00017095 4.8833
1.043e-06 ***
2 (4631) 0.02206724 -0.00021598 0.00022252 1.4938
0.1352
3 (3981) -0.01431569 -0.00025126 0.00027118 -0.8541
0.3931
4 (3433) 0.01341846 -0.00029138 0.00033019 0.7545
0.4506
5 (2898) 0.02451172 -0.00034518 0.00040564 1.2342
0.2171
6 (2393) -0.00115558 -0.00041806 0.00049807 -0.0330
0.9736
7 (1969) 0.01015559 -0.00050813 0.00060344 0.4341
0.6642
8 (1630) -0.00541672 -0.00061387 0.00072303 -0.1786
0.8582
9 (1330) 0.01078355 -0.00075245 0.00088182 0.3885
0.6977
10 (1094) -0.00027244 -0.00091491 0.00106462 0.0197
0.9843
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Roger Bivand Department of Economics, Norwegian School of Economics, Helleveien 30, N-5045 Bergen, Norway. voice: +47 55 95 93 55; fax +47 55 95 91 00 e-mail: Roger.Bivand at nhh.no