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Scale-adaptive estimation of mixed geographically weighted regression models

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  • Chen, Feng
  • Mei, Chang-Lin

Abstract

Mixed geographically weighted regression (GWR) models, a combination of linear and spatially varying coefficient models, have found their applications in a variety of disciplines including economic modelling for geo-referenced data analysis. Generally, different explanatory variables may operate at different spatial scales, leading to different levels of spatial heterogeneity of the varying coefficients. To deal with such a multiscale problem, we propose a scale-adaptive method to calibrate mixed GWR models, in which a different bandwidth is separately assumed for each spatially varying coefficient and is selected based on the backfitting procedure. Extensive simulations with different spatial layouts and a real-world example based on the Dublin voter turnout data demonstrate that the scale-adaptive method can not only significantly improve the estimation accuracy of the spatially varying coefficients, but also provide valuable information on the scale at which each explanatory variable operates.

Suggested Citation

  • Chen, Feng & Mei, Chang-Lin, 2021. "Scale-adaptive estimation of mixed geographically weighted regression models," Economic Modelling, Elsevier, vol. 94(C), pages 737-747.
    • Handle: RePEc:eee:ecmode:v:94:y:2021:i:c:p:737-747
    DOI: 10.1016/j.econmod.2020.02.015
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    More about this item

    Keywords

    Geographically weighted regression; Backfitting; Spatial scale; Bandwidth;
    All these keywords.

    JEL classification:

    • C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
    • C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
    • C21 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Cross-Sectional Models; Spatial Models; Treatment Effect Models

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