research

Spurious Serial Dependencies

knitr::opts_chunk$set(echo = TRUE) set.seed(1234) library(dplyr) library(ggplot2) library(tidyr) I’m working on a project involving serial dependence. The project involves disentangling a dependence on the previous orientation from a dependence on the previous response. Unfortunately, there is a common way for a dependence on the previous response to be spurious, due to the oblique effect1. The first reference I’ve seen for this is a master’s thesis by Fritsche (2016). I didn’t follow that explanation, and so I’m using this post to explain how the oblique effect causes a spurious dependence on the previous response.