¿Cuál matriz de pesos espaciales?. Un enfoque sobre selección de modelos

Herrera Gómez, Marcos and Mur Lacambra, Jesús and Ruiz Marín, Manuel (2011): ¿Cuál matriz de pesos espaciales?. Un enfoque sobre selección de modelos.

Abstract

In spatial econometrics, it is customary to specify a weighting matrix, the so-called W matrix. The decision is important because the choice of W matrix determines the rest of the analysis. However, the procedure is not well defined and, usually, reflects the priors of the user. In the paper, we revise the literature looking for criteria to help with this problem. Also, a new nonparametric procedure is introduced. Our proposal is based on a measure of the information, conditional entropy, that uses information present in the data. We compare these alternatives by means of a Monte Carlo experiment.

• Item Type: MPRA Paper
• English Title: Which spatial weighting matrix? An approach for model selection
• Language: Spanish
• Keywords: Econometría espacial; Selección de modelos; Entropía simbólica
• Subjects: C - Mathematical and Quantitative Methods > C5 - Econometric Modeling > C52 - Model Evaluation, Validation, and Selection; C - Mathematical and Quantitative Methods > C1 - Econometric and Statistical Methods and Methodology: General > C12 - Hypothesis Testing: General; C - Mathematical and Quantitative Methods > C2 - Single Equation Models ; Single Variables > C21 - Cross-Sectional Models ; Spatial Models ; Treatment Effect Models ; Quantile Regressions; C - Mathematical and Quantitative Methods > C0 - General > C01 - Econometrics

References

Aldstadt, J. y A. Getis (2006). “Using AMOEBA to Create a Spatial Weights Matrix and Identify Spatial Clusters”, Geographical Analysis, 38, pp. 327-343.

Ancot, L, Paelinck, J., Klaassen, L. y W. Molle (1982). “Topics in Regional Development Modelling”, en M. Albegov, A. Andersson y F. Snickars (eds), Regional Development Modelling in Theory and Practice, Amsterdam, North Holland.

Anselin, L. (1988). Spatial Econometrics: Methods and Models. Dordrecht: Kluwer.

Anselin, L. (2002). “Under the Hood: Issues in the Specification and Interpretation of Spatial Regression Models”, Agricultural Economics, 17, pp. 247–267.

Bavaud, F. (1998). “Models for Spatial Weights: a Systematic Look”, Geographical Analysis, 30, pp. 153-171.

Beenstock, M., Ben Zeev, N. y D. Felsenstein (2010). “Nonparametric Estimation of the Spatial Connectivity Matrix using Spatial Panel Data”, Working Paper, Department of Geography, Hebrew University of Jerusalem.

Bhattacharjee, A. y C. Jensen-Butler (2006). “Estimation of Spatial Weights Matrix, with an Application to Diffusion in Housing Demand”,Working Paper, School of Economics and Finance, University of St.Andrews, UK.

Bodson, P. y D. Peters (1975). “Estimation of the Coeffcients of a Linear Regression in the Presence of Spatial Autocorrelation: An Application to a Belgium Labor Demand Function”, Environment and Planning A, 7, pp. 455-472.

Burridge, P. (2011). “Improving the J Test in the SARAR Model by Likelihood-based Estimation”, Working Paper, Department of Economics and Related Studies, University of York.

Burridge, P. y B. Fingleton (2010). “Bootstrap Inference in Spatial Econometrics: The J-Test”, Spatial Economic Analysis, 5, pp. 93-119.

Conley, T. y F. Molinari (2007). “Spatial Correlation Robust Inference with Errors in Location or Distance”, Journal of Econometrics, 140, pp. 76-96.

Corrado, L. y B. Fingleton (2011). “Where is Economics in Spatial Econometrics?”, Working Paper, Department of Economics, University of Strathclyde.

Dacey, M. (1965). “A Review on Measures of Contiguity for Two and k-Color Maps”, en J. Berry y D. Marble (eds.), A Reader in Statistical Geography. Englewood Cliffs, Prentice-Hall.

Fernández, E., Mayor, M. y J. Rodríguez (2009). “Estimating Spatial Autoregressive Models by GME-GCE Techniques”, International Regional Science Review, 32, pp. 148-172.

Folmer, H. y J. Oud (2008). “How to get rid of W? A Latent Variable Approach to Modeling Spatially Lagged Variables”, Environment and Planning A, 40, pp. 2526-2538.

Getis, A. y J. Aldstadt (2004). “Constructing the Spatial Weights Matrix Using a Local Statistic Spatial”, Geographical Analysis, 36, pp. 90-104.

Haining, R. (2003). Spatial Data Analysis. Cambridge, Cambridge University Press.

Hansen, B. (2007). “Least Squares Model Averaging”, Econometrica, 75, pp. 1175-1189.

Hansen, B. y J. Racine (2010). “Jackknife Model Averaging”, Working Paper, Department of Economics, McMaster University.

Hepple, L. (1995a). “Bayesian Techniques in Spatial and Network Econometrics: 1 Model Comparison and Posterior Odds. Environment and Planning A, 27, pp. 447–469.

Hepple, L. (1995b). “Bayesian Techniques in Spatial and Network Econometrics: 2 Computational Methods and Algorithms”, Environment and Planning A, 27, pp. 615-644.

Kelejian, H. (2008). “A spatial J-test for Model Specification Against a Single or a Set of Non-Nested Alternatives”, Letters in Spatial and Resource Sciences, 1, pp. 3-11.

Kooijman, S. (1976). “Some Remarks on the Statistical Analysis of Grids Especially with Respect to Ecology”, Annals of Systems Research, 5.

Leamer, E. (1978). Specification Searches: Ad Hoc Inference with Non Experimental Data. New York: John Wiley and Sons, Inc.

Leenders, R. (2002). “Modeling Social Influence through Network Autocorrelation: Constructing the Weight Matrix”, Social Networks, 24, pp. 21-47.

Lesage, J. y K. Pace (2009). Introduction to Spatial Econometrics. Boca Raton, CRC Press.

Lesage, J. y O. Parent (2007). “Bayesian Model Averaging for Spatial Econometric Models”, Geographical Analysis, 39, pp. 241-267.

Matilla, M. y M. Ruiz (2008). “A Non-parametric Independence Test using Permutation Entropy”, Journal of Econometrics, 144, pp. 139-155.

Moran, P. (1948). “The Interpretation of Statistical Maps”, Journal of the Royal Statistical Society B, 10, pp. 243-251.

Mur, J. y J. Paelinck (2010). “Deriving the W-matrix via P-median Complete Correlation Analysis of Residuals”, The Annals of Regional Science, DOI: 10.1007/s00168-010-0379-3.

Openshaw, S. (1977). “Optimal Zoning Systems for Spatial Interaction Models”, Environment and Planning A, 9, pp. 169-184.

Ord, K. (1975). “Estimation Methods for Models of Spatial Interaction”, Journal of the American Statistical Association, 70, pp. 120-126.

Paci, R. y S. Usai (2009). “Knowledge Flows across European Regions”, The Annals of Regional Science, 43, pp. 669-690.

Paelinck, J y L. Klaassen (1979). Spatial Econometrics. Farnborough: Saxon House.

Piras, G y N. Lozano (2010). “Spatial J-test: Some Monte Carlo Evidence”, Statistics and Computing, DOI: 10.1007/s11222-010-9215-y.

Tobler, W. (1970). “A Computer Movie Simulating Urban Growth in the Detroit Region”, Economic Geography, 46, pp. 234-240.

Whittle, P. (1954). “On Stationary Processes in the Plane”, Biometrika, 41, pp. 434-449.