scholarly journals The Scan-LM to Test Instability in the Constant Coefficient of Spatial Autoregressive Models

Economía ◽  
2021 ◽  
Vol 44 (87) ◽  
pp. 74-88
Author(s):  
Fernando A. López Hernández ◽  
Román Mínguez Salidos

This paper presents a test based on the principle of Lagrange Multipliers to identify spatial instability in the constant coefficient of regression models including substantive spatial dependence. The test has been adapted to the Scan methodology. Its main advantage is that it identifies areas with differential behavior without the need to provide information about their location, shape, or size. The study shows the utility of the test, reconsidering the results obtained by Mur et al.(2008) about instability in the distribution of per capita income in European regions.

2018 ◽  
Vol 8 (1) ◽  
Author(s):  
Anil K. Bera ◽  
Osman Doğan ◽  
Süleyman Taşpınar

Abstract In this study, we propose simple test statistics for identifying the source of spatial dependence in spatial autoregressive models with endogenous weights matrices. Elements of the weights matrices are modelled in such a way that endogenity arises when the unobserved factors that affect elements of the weights matrices are correlated with the unobserved factors in the outcome equation. The proposed test statistics are robust to the presence of endogeneity in the weights and can be used to detect spatial dependence in the dependent variable and/or the disturbance terms. The robust test statistics are easy to calculate as computationally simple estimations are needed for their calculations. Our Monte Carlo results indicate that these tests have good size and power properties in finite samples. We also provide an empirical illustration to demonstrate the usefulness of the robust tests in identifying the source of spatial dependence.


Water ◽  
2021 ◽  
Vol 13 (9) ◽  
pp. 1184
Author(s):  
Daniel Morales Martínez ◽  
Alexandre Gori Maia

We analyze how residential water consumption is influenced by the consumption of households belonging to the same social group (peer effect). Analyses are based on household-level data provided by the Brazilian Household Budget Survey and use an innovative strategy that estimates the spatial dependence of water consumption while simultaneously controlling for potential sources of sample selectivity and endogeneity. The estimates of our quantile regression models highlight that, conditional on household characteristics, the greater the household water consumption, the greater the peer effect. In other words, the overconsumption of residential water seems to be influenced mainly by the behavior of social peers.


2018 ◽  
Vol 42 (2) ◽  
Author(s):  
Luiz Moreira Coelho Junior ◽  
Kalyne de Lourdes da Costa Martins ◽  
Magno Vamberto Batista da Silva

ABSTRACT This paper analyzed the process of convergence in the gross value of wood production in mesoregions of Northeast Brazil, in the period of 1994 and 2013. The object of study was the Gross Value of Production (GVP) of firewood per km2 of the mesoregions of the Northeast of Brazil. In the methodology the Absolute Convergence Model was applied and estimated through the classical model and spatial models. In the spatial approach we used the Spatial Autoregressive Model (SAR) and the Spatial Error Model (SEM). From the results obtained, the following conclusions were reached: The mesoregions of the Northeast of Brazil had an average fall of 3.94% a.a. of the GVP/km2 of native wood for the period 1994 to 2013. Considering the classical linear regression model, convergence was verified and also the presence of spatial dependence for GVP/km2 of firewood. In order to correct the spatial dependence, the SAR and SEM Models were adequate and according to Akaike's Information Criterion and used the rook matrix the SEM was configured the best model. This study showed the importance of the involvement of the spatial question in the models, either by the overlap of information of the GVP and in the development of public policies that positively affect the neighborhood.


2018 ◽  
Vol 65 (11) ◽  
pp. 1537-1569 ◽  
Author(s):  
Jessica Huff ◽  
Danielle Wallace ◽  
Courtney Riggs ◽  
Charles M. Katz ◽  
David Choate

Although massage parlors have been associated with illicit activities including prostitution, less is known about their association with neighborhood crime. Employing the Computer Automated Dispatch/Record Management System (CAD/RMS), online user review, licensing, Census, and zoning data, we examine the impact of massage parlors on crime in their surrounding neighborhoods. Using spatial autoregressive models, our results indicate the total number of massage parlors was associated with increased social disorder. The presence of illicit massage parlors in adjacent neighborhoods was associated with crime and physical disorder in the focal neighborhoods. This study has consequences for how police address crime associated with massage parlors. Specifically, the use of online user review forums could be an effective way to identify illicit massage parlors. Recommendations for policing and code enforcement are discussed.


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