Advanced Search
MyIDEAS: Login to save this article or follow this journal

Variable selection in STAR models with neighbourhood effects using genetic algorithms

Contents:

Author Info

  • Isolina Alberto
  • Asunción Beamonte
  • Pilar Gargallo
  • Pedro M. Mateo
  • Manuel Salvador
Registered author(s):

    Abstract

    In this paper we deal with the problem of variable selection in spatiotemporal autoregressive (STAR) models with neighbourhood effects. We propose a procedure to carry out the selection process, taking into account the uncertainty associated with estimation of the parameters and the predictive behaviour of the compared models, in order to give more realism to the analysis. We set up a multi-objective programming problem that combines the use of different criteria to measure both these aspects. We use genetic algorithms which are very flexible and suitable for our multicriteria decision problem. In particular, the procedure allows us to estimate the number of spatial and temporal nearest neighbours as well as their relative effects. The methodology is illustrated through an application to the real estate market of Zaragoza. Copyright (C) 2010 John Wiley & Son, Ltd.

    Download Info

    If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
    File URL: http://hdl.handle.net/10.1002/for.1164
    Download Restriction: no

    Bibliographic Info

    Article provided by John Wiley & Sons, Ltd. in its journal Journal of Forecasting.

    Volume (Year): 29 (2010)
    Issue (Month): 8 (December)
    Pages: 728-750

    as in new window
    Handle: RePEc:jof:jforec:v:29:y:2010:i:8:p:728-750

    Contact details of provider:
    Web page: http://www3.interscience.wiley.com/cgi-bin/jhome/2966

    Related research

    Keywords: STAR ; variable selection ; genetic algorithms ; neighbourhood effects ;

    References

    No references listed on IDEAS
    You can help add them by filling out this form.

    Citations

    Lists

    This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.

    Statistics

    Access and download statistics

    Corrections

    When requesting a correction, please mention this item's handle: RePEc:jof:jforec:v:29:y:2010:i:8:p:728-750. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Wiley-Blackwell Digital Licensing) or (Christopher F. Baum).

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If references are entirely missing, you can add them using this form.

    If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.