共查询到20条相似文献，搜索用时 515 毫秒
1.
This paper develops an estimator for higher-order spatial autoregressive panel data error component models with spatial autoregressive disturbances, SARAR(R,S). We derive the moment conditions and optimal weighting matrix without distributional assumptions for a generalized moments (GM) estimation procedure of the spatial autoregressive parameters of the disturbance process and define a generalized two-stage least squares estimator for the regression parameters of the model. We prove consistency of the proposed estimators, derive their joint asymptotic distribution, and provide Monte Carlo evidence on their small sample performance. 相似文献
2.
Julián Ramajo José Manuel Cordero Miguel Ángel Márquez 《Journal of Geographical Systems》2017,19(4):319-348
This paper analyses region-level technical efficiency in nine European countries over the 1995–2007 period. We propose the application of a nonparametric conditional frontier approach to account for the presence of heterogeneous conditions in the form of geographical externalities. Such environmental factors are beyond the control of regional authorities, but may affect the production function. Therefore, they need to be considered in the frontier estimation. Specifically, a spatial autoregressive term is included as an external conditioning factor in a robust order-m model. Thus we can test the hypothesis of non-separability (the external factor impacts both the input–output space and the distribution of efficiencies), demonstrating the existence of significant global interregional spillovers into the production process. Our findings show that geographical externalities affect both the frontier level and the probability of being more or less efficient. Specifically, the results support the fact that the spatial lag variable has an inverted U-shaped non-linear impact on the performance of regions. This finding can be interpreted as a differential effect of interregional spillovers depending on the size of the neighboring economies: positive externalities for small values, possibly related to agglomeration economies, and negative externalities for high values, indicating the possibility of production congestion. Additionally, evidence of the existence of a strong geographic pattern of European regional efficiency is reported and the levels of technical efficiency are acknowledged to have converged during the period under analysis. 相似文献
3.
A spatial panel ordered-response model with application to the analysis of urban land-use development intensity patterns 总被引：1，自引：0，他引：1
This paper proposes and estimates a spatial panel ordered-response probit model with temporal autoregressive error terms to analyze changes in urban land development intensity levels over time. Such a model structure maintains a close linkage between the land owner’s decision (unobserved to the analyst) and the land development intensity level (observed by the analyst) and accommodates spatial interactions between land owners that lead to spatial spillover effects. In addition, the model structure incorporates spatial heterogeneity as well as spatial heteroscedasticity. The resulting model is estimated using a composite marginal likelihood (CML) approach that does not require any simulation machinery and that can be applied to data sets of any size. A simulation exercise indicates that the CML approach recovers the model parameters very well, even in the presence of high spatial and temporal dependence. In addition, the simulation results demonstrate that ignoring spatial dependency and spatial heterogeneity when both are actually present will lead to bias in parameter estimation. A demonstration exercise applies the proposed model to examine urban land development intensity levels using parcel-level data from Austin, Texas. 相似文献
4.
Instability in spatial error models: an application to the hypothesis of convergence in the European case 总被引：1，自引：1，他引：0
This paper focuses on the hypothesis of stability in the mechanisms of spatial dependence that are usually employed in spatial
econometric models. We propose a specification strategy for which the first step is to solve a local estimation algorithm,
called the Zoom estimation. The aim of this stage is to detect problems of heterogeneity in the parameters and to identify
the regimes. Then we resort to a battery of formal Lagrange Multipliers to test the assumption of stability in the processes
of spatial dependence. The alternative hypothesis consists of the existence of several regimes in these parameters. A small
Monte Carlo serves to confirm the behaviour of this strategy in a context of finite size samples. As an illustration, we solve
an application to the case of the hypothesis of convergence for the per capita income in the European regions. Our results
reveal the existence of a strong Centre-Periphery dichotomy in which instability extends to all the elements (coefficients
of regression as well as parameters of spatial dependence) that intervene in a classical conditional β-convergence model. 相似文献
5.
In this paper we detail a multivariate spatial regression model that couples LiDAR, hyperspectral and forest inventory data to predict forest outcome variables at a high spatial resolution. The proposed model is used to analyze forest inventory data collected on the US Forest Service Penobscot Experimental Forest (PEF), ME, USA. In addition to helping meet the regression model's assumptions, results from the PEF analysis suggest that the addition of multivariate spatial random effects improves model fit and predictive ability, compared with two commonly applied modeling approaches. This improvement results from explicitly modeling the covariation among forest outcome variables and spatial dependence among observations through the random effects. Direct application of such multivariate models to even moderately large datasets is often computationally infeasible because of cubic order matrix algorithms involved in estimation. We apply a spatial dimension reduction technique to help overcome this computational hurdle without sacrificing richness in modeling. 相似文献
6.
Daniel A. Griffith 《Journal of Geographical Systems》2002,4(1):43-51
As either the spatial resolution or the spatial scale for a geographic landscape increases, both latent spatial dependence
and spatial heterogeneity also will tend to increase. In addition, the amount of georeferenced data that results becomes massively
large. These features of high spatial resolution hyperspectral data present several impediments to conducting a spatial statistical
analysis of such data. Foremost is the requirement of popular spatial autoregressive models to compute eigenvalues for a row-standardized
geographic weights matrix that depicts the geographic configuration of an image's pixels. A second drawback arises from a
need to account for increased spatial heterogeneity. And a third concern stems from the usefulness of marrying geostatistical
and spatial autoregressive models in order to employ their combined power in a spatial analysis. Research reported in this
paper addresses all three of these topics, proposing successful ways to prevent them from hindering a spatial statistical
analysis. For illustrative purposes, the proposed techniques are employed in a spatial analysis of a high spatial resolution
hyperspectral image collected during research on riparian habitats in the Yellowstone ecosystem.
Received: 25 February 2001 / Accepted: 2 August 2001 相似文献
7.
8.
Andrea Vaona 《Journal of Geographical Systems》2010,12(1):89-103
Ramsey’s regression specification error test (RESET) is thought to be robust to spatial correlation. Building on the literature
on spurious spatial regression, we show that this is not so in presence of spatial correlation in both the error and the independent
variable of an econometric model. Correcting the test for spatial correlation improves its performance, though in large samples
this strategy is not completely successful. Once assuming that spatial autocorrelation in both the independent variable and
in the error is produced by a spatial moving average model instead of a spatial autoregressive one, RESET displays more robustness. 相似文献
9.
Spatially filtered ridge regression (SFRR): A regression framework to understanding impacts of land cover patterns on urban climate 
下载免费PDF全文
下载免费PDF全文 Understanding the impacts of land cover pattern on the heat island effect is essential for sustainable urban development. Conventional model fitting methods have restricted ability to produce accurate estimates of the land cover‐temperature association due to the lack of procedures to address two important issues: spatial dependence in proximal spatial units and high correlations among predictor variables. In this study, we seek to develop an effective framework called spatially filtered ridge regression (SFRR) to estimate the variations in the quantity and distribution of land surface temperature (LST) in response to various land cover patterns. The SFRR effectively integrates spatial autoregressive models and ridge regression, and it achieves reliable parameter estimates with substantially reduced mean square errors. We show this by comparing the performance of the SFRR to other widely adopted models using Monte Carlo simulation followed by an empirical study over central Phoenix. Results highlight the great potential of the SFRR in producing accurate statistical estimates, providing a positive step toward informed and unbiased decision‐making across a wide variety of disciplines. (Code and data to reproduce the results in the case study are available at: https://github.com/cfan13/SFRRTGIS.git .) 相似文献
10.
Asuncion Beamonte Pilar Gargallo Manuel Salvador 《Journal of Geographical Systems》2010,12(2):227-240
In this paper, we extend the Bayesian methodology introduced by Beamonte et al. (Stat Modelling 8:285–311, 2008) for the estimation and comparison of spatio-temporal autoregressive models (STAR) with neighbourhood effects, providing
a more general treatment that uses larger and denser nets for the number of spatial and temporal influential neighbours and
continuous distributions for their smoothing weights. This new treatment also reduces the computational time and the RAM necessities
of the estimation algorithm in Beamonte et al. (Stat Modelling 8:285–311, 2008). The procedure is illustrated by an application to the Zaragoza (Spain) real estate market, improving the goodness of fit
and the outsampling behaviour of the model thanks to a more flexible estimation of the neighbourhood parameters. 相似文献
11.
Constrained variants of the gravity model and spatial dependence: model specification and estimation issues 总被引：1，自引：1，他引：0
In this paper, we distinguish three constrained variants of the gravity model of spatial interaction: doubly constrained, production constrained and attraction constrained exponential gravity models. These model variants include origin- and/or destination-specific balancing factors that act as constraints to ensure that the estimated rows and columns of the flow data matrix sum to the observed row and column totals. Because flows are typically counts, the Poisson rather than the normal probability model specification furnishes the appropriate statistical distribution, and parameter estimation can be achieved via Poisson regression. This probability model specification motivates the use of origin and/or destination fixed effects or—under certain conditions—the use of origin- and/or destination-specific random effects for model estimation. The paper establishes theoretical connections between balancing factors, fixed effects represented by binary indicator variables and random effects. The results pertaining to both the doubly and singly constrained cases of spatial interaction are illustrated with an empirical example while accounting for spatial dependence between flows from locations neighbouring both the origins and destinations during estimation. 相似文献
12.
H. Bâki İz 《Journal of Geodesy》2008,82(12):871-881
A time dependent amplitude model was proposed for the analysis and prediction of polar motion time series. The formulation
was implemented to analyze part of the new combined solution, EOP (IERS) C 04, daily polar motion time series of 14 years
length using a statistical model with first order autoregressive disturbances. A new solution approach, where the serial correlations
of the disturbances are eliminated by sequentially differencing the measurements, was used to estimate the model parameters
using weighted least squares. The new model parsimoniously represents the 14-year time series with 0.5 mas rms fit, close
to the reported 0.1 mas observed pole position precisions for the x and y components. The model can also predict 6 months into the future with less than 4 mas rms prediction error for both polar
motion components, and down to sub mas for one-step ahead prediction as validated using a set of daily time series data that
are not used in the estimation.
This study is dedicated to the memory of Prof. Urho Uotila (1923–2006) whose teaching of “Adjustment Computations” over the
years influenced so much, so many of us who had the privilege of being his students. 相似文献
13.
14.
J. A. R. Blais 《Journal of Geodesy》1996,70(6):349-356
Summary Given a sample autocovariance sequence of finite length for some observed random process, the spectrum estimation problem involves the extension of this sequence for the required Fourier transformation. The maximum entropy approach which is based on the optimal use of information contents, leads to a dual sequence of reflection coefficients with reciprocal spectrum of the process. The estimation of the maximum entropy spectrum implies results identical to those using autoregressive modeling in one dimension under appropriate white noise assumptions. In cases of a non-white noise component, the approach is generalized to an autoregressive-moving-average model. Recent developments in multiresolution analysis with spectral domain decompositions also offer possibilities of subband spectrum estimation for specific applications. Using a simulated data sequence with two close frequencies, the estimated spectrum from a two-level decomposition with autoregressive modeling shows better resolution than with conventional processing. Geodetic and geophysical applications are briefly indicated. 相似文献
15.
针对测绘领域中函数模型为非线性函数的线性组合的特殊结构,本文提出了基于Moore-Penrose广义逆和立体矩阵的可分离非线性最小二乘解算方法。该方法首先利用变量投影算法消除可分离非线性模型中的线性参数,将包含两类参数的原非线性优化问题转化为仅含有非线性参数的最小二乘问题。然后,基于Moore-Penrose广义逆矩阵的微分和立体矩阵理论计算最小二乘目标函数的一阶导数,进而采用非线性优化的LM方法求解非线性参数的最优估值。最后,根据最小二乘方法求解线性参数的最优估值。通过指数函数模型拟合和机载LiDAR全波形参数求解试验与传统参数不分离优化方法进行对比,结果表明,基于Moore-Penrose广义逆和立体矩阵的可分离非线性最小二乘解算方法对待求参数初值依赖性低,同时避免了迭代过程中线性参数导致的病态问题,算法稳定性好,为测绘领域中可分离非线性最小二乘问题的解算提供了一种思路,也拓展了可分离非线性最小二乘方法的应用。 相似文献
16.
文中以298个验潮站作为研究对象,采用广义高斯-马尔科夫模型(GGM)、自回归滑动平均模型(ARMA)以及分形自回归聚合滑动平均模型(ARFIMA)三种模型,对验潮站坐标时间序列噪声模型特性及海平面变化趋势进行估计分析,并探讨了时间跨度对验潮站速度估计的影响. 实验结果表明:验潮站坐标时间序列主要呈现为ARFIMA(1,0)、ARFIMA(2,2)、ARMA (1,0) 噪声特性;验潮站速度估计结果表明64.77%的站点速度值所处区间为0～4 mm/a,平均海平面速度为1.25 mm/a,整体处于上升趋势. 随着时间跨度的增加,验潮站坐标序列速度不确定度逐渐由发散趋于收敛,大于110 a的时间跨度有助于获取稳健的验潮站速度估计值. 相似文献
17.
A spatial econometric panel data examination of endogenous versus exogenous interaction in Chinese province-level patenting 总被引：2，自引：1，他引：2
We examine the provincial-level relationship between domestic Chinese intellectual property (IP) and knowledge stocks using a space–time panel model and data set covering monthly patent activity over the period 2002–2010. The goal of the modeling exercise is to explore the elasticity response of IP to knowledge stocks classified by type of creator (universities and research institutes, enterprises, and individuals). A focus is on spatial and time dependence in the relationship between knowledge stocks and IP, which implies spatial spillovers and diffusion over time. Many past studies of regional knowledge production have focused on patent applications as a proxy for regional output from the knowledge production process. However, this ignores the distinction between patent applications and patents granted, with the latter reflecting a decision and ability to convert knowledge produced into IP. This study differs in its focus on the regional relation between IP and knowledge stocks and the space–time dynamics of these. Using patents granted as a proxy for IP, and past patent applications as a proxy for regional knowledge stocks, allows us to explore the implied quality of knowledge production by various types of creators. Because Chinese patent applications have grown by 22 %, questions have been raised about the quantity versus quality of these applications. Our findings shed light on this issue. 相似文献
18.
碳排放估算是节能减排和全球气候变化研究的重要领域之一,NPP-VIIRS夜间灯光影像能够反映人类活动强度而被广泛应用于碳排放的空间估算分析。本文构建和对比了基于2015年NPP-VIIRS夜间灯光影像的广东省能源消耗碳排放估算拟合模型,并重点研究了NPP-VIIRS影像的尺度效应,探讨了500、1000、1500和2000 m分辨率的模型结果精度。研究显示：①二次多项式拟合模型是碳排放估算的较优化方法,广东省21个城市之间拟合结果差异较大;②1000 m分辨率的NPP-VIIRS夜间灯光影像的广东省碳排放估算结果均方根误差最小,2000 m分辨率的绝对误差较小,并通过升尺度提高了模型运算效率;③间隔100 m从500 m连续递增至2000 m的不同空间分辨率的夜间灯光影像碳排放估算结果具有波动性,在1000 m分辨率处趋于平衡。本文分析了基于NPP-VIIRS夜间灯光影像的广东省碳排放估算模型,揭示了不同空间分辨率影像的尺度效应规律,可为夜间灯光影像碳排放估算提供空间尺度优化和结果精化方面的参考。 相似文献
19.
Predictive vegetation modeling is defined as predicting the distribution of vegetation across a landscape based upon its relationship with environmental factors. These models generally ignore or attempt to remove spatial dependence in the data. When explicitly included in the model, spatial dependence can increase model accuracy. We develop presence/absence models for 11 vegetation alliances in the Mojave Desert with classification trees and generalized linear models, and use geostatistical interpolation to calculate spatial dependence terms used in the models. Results were mixed across models and methods, but in general, the spatial dependence terms more consistently increased model accuracy for widespread alliances. GLMs had higher accuracy in general. 相似文献
20.
House prices fluctuate spatiotemporally and when influential changes from a region happen, the effects spread out in space over time. Although many studies have introduced various models to explain the spatiotemporal dynamics in housing markets, it is always challenging to consider both dimensions in a model. Some recent studies have identified spatiotemporal interactions of house prices by combining spatial and temporal models via spatial vector autoregression. The approach, however, assumes spatial homogeneity of the variables due to insufficient degrees of freedom. Since the housing market is generally conceived as heterogeneous, we suggest an alternative model of the spatial vector autoregressive Lasso without the homogeneity assumption. As an empirical example, we examine the spatiotemporal interaction between house sales price and rent in Seoul, Korea. The results show that rent for apartments in Gangnam‐gu, a socioeconomic core of Seoul, has positive impacts on rent for apartments in surrounding suburbs rather than their sales price. Moreover, the suggested model outperforms the classical method in terms of explanation, prediction, and autocorrelation of residuals. This research is expected to provide a methodological guide to explore the interaction between house sales price and rent, and insights into the spatiotemporal dynamics of the housing market in Seoul. 相似文献