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Random effects specifications in eigenvector spatial filtering: a simulation study

机译:特征向量空间滤波中的随机效应规范:仿真研究

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Eigenvector spatial filtering (ESF) is becoming a popular way to address spatial dependence. Recently, a random effects specification of ESF (RE-ESF) is receiving considerable attention because of its usefulness for spatial dependence analysis considering spatial confounding. The objective of this study was to analyze theoretical properties of RE-ESF and extend it to overcome some of its disadvantages. We first compare the properties of RE-ESF and ESF with geostatistical and spatial econometric models. There, we suggest two major disadvantages of RE-ESF: it is specific to its selected spatial connectivity structure, and while the current form of RE-ESF eliminates the spatial dependence component confounding with explanatory variables to stabilize the parameter estimation, the elimination can yield biased estimates. RE-ESF is extended to cope with these two problems. A computationally efficient residual maximum likelihood estimation is developed for the extended model. Effectiveness of the extended RE-ESF is examined by a comparative Monte Carlo simulation. The main findings of this simulation are as follows: Our extension successfully reduces errors in parameter estimates; in many cases, parameter estimates of our RE-ESF are more accurate than other ESF models; the elimination of the spatial component confounding with explanatory variables results in biased parameter estimates; efficiency of an accuracy maximization-based conventional ESF is comparable to RE-ESF in many cases.
机译:特征向量空间滤波(ESF)成为解决空间依赖性的一种流行方法。近来,ESF的随机效应规范(RE-ESF)受到了广泛的关注,因为它对于考虑空间混杂的空间依赖性分析很有用。这项研究的目的是分析RE-ESF的理论特性,并将其扩展为克服其某些缺点。我们首先将RE-ESF和ESF的属性与地统计和空间计量经济模型进行比较。在那里,我们提出了RE-ESF的两个主要缺点:它特定于其选定的空间连通性结构,而当前形式的RE-ESF消除了与解释变量混淆的空间依赖性分量,以稳定参数估​​计,但消除会产生有偏见的估计。 RE-ESF已扩展为应对这两个问题。为扩展模型开发了一种计算有效的残差最大似然估计。扩展RE-ESF的有效性通过比较蒙特卡洛模拟进行了检验。该仿真的主要发现如下:我们的扩展成功地减少了参数估计中的误差;在许多情况下,我们的RE-ESF的参数估计值比其他ESF模型更准确;消除与解释变量混淆的空间分量会导致参数估计有偏差;在许多情况下,基于精度最大化的常规ESF的效率可与RE-ESF媲美。

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