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Sparse spatial autoregressions

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  • Kelley Pace, R.
  • Barry, Ronald

Abstract

Given local spatial error dependence, one can construct sparse spatial weight matrices. As an illustration of the power of such sparse structures, we computed a simultaneous autoregression using 20 640 observations in under 19 min despite needing to compute a 20 640 by 20 640 determinant 10 times.

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Bibliographic Info

Article provided by Elsevier in its journal Statistics & Probability Letters.

Volume (Year): 33 (1997)
Issue (Month): 3 (May)
Pages: 291-297

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Handle: RePEc:eee:stapro:v:33:y:1997:i:3:p:291-297

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Keywords: Spatial autoregression SAR Sparse matrices;

References

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  1. Gilley, Otis W & Pace, R Kelley, 1995. "Improving Hedonic Estimation with an Inequality Restricted Estimator," The Review of Economics and Statistics, MIT Press, vol. 77(4), pages 609-21, November.
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Cited by:
  1. David Brasington & Don Haurin, . "Capitalization of Parent, School, and Peer Group Components of School Quality into House Price," Departmental Working Papers 2005-04, Department of Economics, Louisiana State University.
  2. LE GALLO, Julie, 2000. "Econométrie spatiale 1 -Autocorrélation spatiale," LATEC - Document de travail - Economie (1991-2003) 2000-05, LATEC, Laboratoire d'Analyse et des Techniques EConomiques, CNRS UMR 5118, Université de Bourgogne.
  3. Cotteleer, Geerte & van Kooten, G. Cornelis, 2012. "Expert opinion versus actual transaction evidence in the valuation of non-market amenities," Economic Modelling, Elsevier, vol. 29(1), pages 32-40.
  4. Alexandre Xavier Ywata Carvalho & Pedro Henrique Melo Albuquerque & Gilberto Rezende de Almeida Junior & Rafael Dantas Guimarães & Camilo Rey Laureto, 2009. "Clusterização Hierárquica Espacial com Atributos Binários," Discussion Papers 1428, Instituto de Pesquisa Econômica Aplicada - IPEA.
  5. Luisa Alamá-Sabater & Laura Márquez-Ramos & Celestino Suárez-Burguet & J. Miguel Navarro-Azorín, 2012. "Interregional Trade and Transport Connectivity. An Analysis of Spatial Dependence," Working Papers 2012/20, Economics Department, Universitat Jaume I, Castellón (Spain).
  6. Brasington, David M. & Haurin, Donald R., 2009. "Parents, peers, or school inputs: Which components of school outcomes are capitalized into house value?," Regional Science and Urban Economics, Elsevier, vol. 39(5), pages 523-529, September.
  7. Smirnov, Oleg & Anselin, Luc, 2001. "Fast maximum likelihood estimation of very large spatial autoregressive models: a characteristic polynomial approach," Computational Statistics & Data Analysis, Elsevier, vol. 35(3), pages 301-319, January.
  8. Alexandre Xavier Ywata Carvalho & Pedro Henrique Melo Albuquerque & Gilberto Rezende de Almeida Junior & Rafael Dantas Guimarães, 2009. "Clusterização Hierárquica Espacial," Discussion Papers 1427, Instituto de Pesquisa Econômica Aplicada - IPEA.
  9. Steven Bourassa & Eva Cantoni & Martin Hoesli, 2007. "Spatial Dependence, Housing Submarkets, and House Price Prediction," The Journal of Real Estate Finance and Economics, Springer, vol. 35(2), pages 143-160, August.
  10. Weslem Faria & Alexandre Almeida, 2011. "Agricultural Expansion, Openness to Trade and Deforestation at the Brazilian Amazon: A Spatial Econometric Analysis," ERSA conference papers ersa11p1013, European Regional Science Association.
  11. Jin, Fei & Lee, Lung-fei, 2012. "Approximated likelihood and root estimators for spatial interaction in spatial autoregressive models," Regional Science and Urban Economics, Elsevier, vol. 42(3), pages 446-458.
  12. Nappi-Choulet, Ingrid & Maury, Tristan-Pierre, 2009. "A Spatial and Temporal Autoregressive Local Estimation for the Paris Housing Market," ESSEC Working Papers DR 09004, ESSEC Research Center, ESSEC Business School.
  13. Kelejian, Harry H. & Prucha, Ingmar R., 2007. "HAC estimation in a spatial framework," Journal of Econometrics, Elsevier, vol. 140(1), pages 131-154, September.
  14. David M. Brasington, . "School Choice and the Flight to Private Schools: To What Extent Are Public and Private Schools Substitutes?," Departmental Working Papers 2006-04, Department of Economics, Louisiana State University.
  15. Palmquist, Raymond B., 2006. "Property Value Models," Handbook of Environmental Economics, in: K. G. Mäler & J. R. Vincent (ed.), Handbook of Environmental Economics, edition 1, volume 2, chapter 16, pages 763-819 Elsevier.
  16. Lee, Lung-fei, 2007. "The method of elimination and substitution in the GMM estimation of mixed regressive, spatial autoregressive models," Journal of Econometrics, Elsevier, vol. 140(1), pages 155-189, September.
  17. Kapoor, Mudit & Kelejian, Harry H. & Prucha, Ingmar R., 2007. "Panel data models with spatially correlated error components," Journal of Econometrics, Elsevier, vol. 140(1), pages 97-130, September.
  18. Gertrudes Saúde Guerreiro & António Caleiro, 2003. "Explaining the Election Results in Portugal: A Spatial Econometrics Point of View," ERSA conference papers ersa03p523, European Regional Science Association.

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