Testing for a structural break in the weight matrix of the spatial error or spatial lag model

2017 ◽  
Vol 12 (2-3) ◽  
pp. 161-181 ◽  
Author(s):  
Ana Angulo ◽  
Peter Burridge ◽  
Jesus Mur
Keyword(s):  
Structural Break ◽  
Weight Matrix ◽  
Spatial Error ◽  
Spatial Lag ◽  
Spatial Lag Model ◽  
Lag Model

scholarly journals NONTESTABILITY OF EQUAL WEIGHTS SPATIAL DEPENDENCE

2011 ◽  
Vol 27 (6) ◽  
pp. 1369-1375 ◽  
Author(s):  
Federico Martellosio
Keyword(s):  
Spatial Autocorrelation ◽  
Parameter Space ◽  
Spatial Dependence ◽  
Elliptical Distribution ◽  
Spatial Error ◽  
Spatial Lag ◽  
Spatial Lag Model ◽  
Lag Model ◽  
Invariant Test

We show that any invariant test for spatial autocorrelation in a spatial error or spatial lag model with equal weights matrix has power equal to size. This result holds under the assumption of an elliptical distribution. Under Gaussianity, we also show that any test whose power is larger than its size for at least one point in the parameter space must be biased.

Spatial autoregressive analysis of nationwide street network patterns with global open data

2021 ◽  
pp. 239980832098784
Author(s):  
Qi Zhou ◽  
Hao Lin ◽  
Junya Bao
Keyword(s):  
Open Data ◽  
Ordinary Least Squares ◽  
Street Network ◽  
Spatial Error ◽  
Spatial Lag ◽  
Spatial Lag Model ◽  
Physical Form ◽  
Lag Model ◽  
Spatial Autoregressive ◽  
Network Patterns

The study of street network patterns is beneficial in understanding the layout or physical form of a city. Many studies have analyzed street network patterns, but the similarity and/or difference of street network patterns across a country or region are rarely quantitatively understood. To fill this gap, this research proposes a quantitative analysis of street network patterns nationwide. Specifically, the street network patterns across a country or region were first mapped, and then the relationship between such patterns and various landscape factors (calculated based on global open data) was quantitatively investigated by employing three regression models (ordinary least squares, spatial lag model, and spatial error model). Not only the whole region of China but also its subregions were used as study areas, which involved a total of 362 prefecture-level cities and 2081 built-up areas for analysis. Results showed that (1) similar street network patterns are spatially aggregated; (2) a number of factors, including both land-cover and terrain factors, are found to be significantly correlated with street network patterns; and (3) the spatial lag model is preferred in most of the application scenarios. Not only the analytical method and data can be applied to other countries and regions but also these findings are useful for understanding street network patterns and their associated urban forms in a country or region.

scholarly journals Bayesian Estimation of the Functional Spatial Lag Model

2020 ◽  
Vol 12 (2) ◽  
Author(s):  
Alassane Aw ◽  
Emmanuel Nicolas Cabral
Keyword(s):  
Bayesian Estimation ◽  
Linear Model ◽  
Unemployment Rate ◽  
Simulation Study ◽  
Data Modeling ◽  
Functional Linear Model ◽  
Bayesian Mcmc ◽  
Spatial Lag ◽  
Spatial Lag Model ◽  
Lag Model

AbstractThe spatial lag model (SLM) has been widely studied in the literature for spatialised data modeling in various disciplines such as geography, economics, demography, regional sciences, etc. This is an extension of the classical linear model that takes into account the proximity of spatial units in modeling. In this paper, we propose a Bayesian estimation of the functional spatial lag (FSLM) model. The Bayesian MCMC technique is used as a method of estimation for the parameters of the model. A simulation study is conducted in order to compare the results of the Bayesian functional spatial lag model with the functional spatial lag model and the functional linear model. As an illustration, the proposed Bayesian functional spatial lag model is used to establish a relationship between the unemployment rate and the curves of illiteracy rate observed in the 45 departments of Senegal.

scholarly journals Analiza zróżnicowania sytuacji kobiet na lokalnych rynkach pracy w Polsce w latach 2010–2016

2019 ◽  
Vol 2 (341) ◽  
pp. 99-115
Author(s):  
Karolina Lewandowska‑Gwarda
Keyword(s):  
Seemingly Unrelated Regression ◽  
Spatial Lag ◽  
Spatial Lag Model ◽  
Unrelated Regression ◽  
Lag Model

Głównym celem artykułu jest ocena sytuacji kobiet na lokalnych rynkach pracy w Polsce oraz analiza jej zróżnicowania w czasie i przestrzeni. Podjęto w nim również próbę specyfikacji determinant badanego zjawiska. W analizach wykorzystano taksonomiczny miernik rozwoju, metody geograficznych systemów informacyjnych, metody eksploracyjnej analizy danych przestrzennych oraz wielorównaniowy model o równaniach pozornie niezależnych z autoregresją przestrzenną SUR‑SLM (Seemingly Unrelated Regression Spatial Lag Model). Badania przeprowadzono na podstawie danych statystycznych dla NUTS4 w latach 2010, 2012, 2014 i 2016. Na podstawie uzyskanych wyników zauważono, że zróżnicowanie sytuacji kobiet na lokalnych rynkach pracy w Polsce nie jest duże, niemniej jednak w nieco lepszej sytuacji są Polki mieszkające w okolicach stolicy oraz w zachodniej części kraju. Stwierdzono również, że sytuacja kobiet na lokalnych rynkach pracy nie zmieniła się znacząco w czasie. Dodatkowo potwierdzono, że nie tylko czynniki ekonomiczne, ale w dużej mierze również społeczne wpływają na analizowane zjawisko.

Spatial Aspects of Mortality Rates and Neighborhood Environmental Characteristics in Seoul Mega City Region, South Korea

2015 ◽  
Vol 6 (4) ◽  
pp. 44-64
Author(s):  
Yoohyung Joo ◽  
Hee Yeon Lee
Keyword(s):  
Spatial Patterns ◽  
Statistical Significance ◽  
Mortality Rates ◽  
Spatial Disparity ◽  
City Region ◽  
Spatial Lag ◽  
Spatial Lag Model ◽  
Spatial Aspect ◽  
Lag Model ◽  
Gwr Model

This study of the spatial patterns of standardized mortality rates (SMRs) in Seoul Mega City Region (SMCR) explores whether neighborhood characteristics affect mortality rates and identifies important determinants of spatial disparity in mortality rates in SMCR. Spatial patterns of mortality rates show a strong positive spatial autocorrelation, suggesting that mortality rates are spatially clustered. A spatial lag model and a GWR model were used to reflect the spatial aspect of mortality rates. The spatial lag model showed better model fitness by considering spatial dependence of mortality rates. It indicates that a higher level of residential deprivation, a less walkable environment, less economic affluence and less social participation are all associated with higher mortality rates with statistical significance. This study suggests that health and welfare policy could incorporate urban planning to consider the neighborhood factors which determine mortality rates in order to improve the health of neighborhood residents.

Irrigation Water Valuation Using Spatial Hedonic Models in GIS Environment

2010 ◽  
Vol 1 (4) ◽  
pp. 1-13 ◽  
Author(s):  
Zisis Mallios
Keyword(s):  
Irrigation Water ◽  
Regression Models ◽  
Spatial Regression ◽  
Software Tool ◽  
Hedonic Pricing ◽  
Spatial Error ◽  
Spatial Lag Model ◽  
Spatial Weights Matrix ◽  
Lag Model ◽  
Spatial Regression Models

Hedonic pricing is an indirect valuation method that applies to heterogeneous goods investigating the relationship between the prices of tradable goods and their attributes. It can be used to measure the value of irrigation water through the estimation of the model that describes the relation between the market value of the land parcels and its characteristics. Because many of the land parcels included in a hedonic pricing model are spatial in nature, the conventional regression analysis fails to incorporate all the available information. Spatial regression models can achieve more efficient estimates because they are designed to deal with the spatial dependence of the data. In this paper, the authors present the results of an application of the hedonic pricing method on irrigation water valuation obtained using a software tool that is developed for the ArcGIS environment. This tool incorporates, in the GIS application, the estimation of two different spatial regression models, the spatial lag model and the spatial error model. It also has the option for different specifications of the spatial weights matrix, giving the researcher the opportunity to examine how it affects the overall performance of the model.

scholarly journals Geostatistics of Active Fire Remote Sensing Data - Examples from South Asia

2021 ◽  
Author(s):  
Jyoti U. Devkota
Keyword(s):  
Remote Sensing ◽  
South Asia ◽  
Spatial Statistics ◽  
Geographical Location ◽  
Remote Sensing Data ◽  
Spatial Behavior ◽  
Spatial Error ◽  
Spatial Lag Model ◽  
Active Fire ◽  
Lag Model

Abstract Active fires illuminated on the earth surface are caught by the satellite. These fires are created by various sources such as vegetation fires, gas flares, biomass burning, volcanoes, and industrial sites such as steel mills. Near real time active fire data is collected using remote sensing techniques of satellites. Amount of active fires in an area is a proxy indicator of aerosols, green houses gases and trace gases. Here the behavior of active fires over a period of one year in Nepal, Bhutan and Srilanka are studied using spatial statistics. This study is based on data acquired through remote sensing of data acquisition platform, NASA’s MODIS. Spatial statistics is used here to study the incidence of active fires with respect to geographical location. The behavior of parameters of various autoregressive models like Spatial Durban Model, Spatial Lag Model, Spatial Error Model, Manski Model and Kelegian Prucha Model are minutely analyzed. The best model with highest pseudo R2 is selected. The spatial behavior of the fire radiative power for three countries is also predicted using spatial interpolation and kriging. So the burning potential of vegetations in unsampled areas is envisaged by thus predicting FRP. Such studies give a country wise perspective to the behavior of fire; this is with reference to south Asia. They are of great importance for countries of developing world which lack a strong backbone of good quality official records. Through the statistical analyses of data collected by such platforms, important information can be indirectly assessed.

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