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

Spatially varying coefficient models: testing for spatial heteroscedasticity and reweighting estimation of the coefficients

Contents:

Author Info

  • Si-Lian Shen
  • Chang-Lin Mei
  • Ying-Jian Zhang
Registered author(s):

    Abstract

    In the framework of the geographically weighted regression technique, spatial homoscedasticity of the model error term is a common assumption when a spatially varying coefficient model is calibrated to explore spatial nonstationarity of the regression relationship. In many real-world problems, however, this assumption cannot be guaranteed. In this study we first present a residual-based test method for detecting spatial heteroscedasticity of a spatially varying coefficient model. Then, we suggest a local linear smoothing procedure to estimate the variance function of the model error when heteroscedasticity exists, on which a reweighting estimation of the regression coefficients is derived. Some numerical experiments are conducted to evaluate the performance of the test and the gain in accuracy of the coefficient estimates by using the reweighting estimation method. The results demonstrate that the test method is powerful and that the reweighting estimation can improve the accuracy of the coefficient estimates, especially when strong heteroscedasticity exists in the model error term. Finally, a real-world dataset is analyzed to demonstrate the applications of the proposed test and estimation methods.

    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://www.envplan.com/abstract.cgi?id=a43201
    File Function: abstract
    Download Restriction: Fulltext access restricted to subscribers, see http://www.envplan.co.uk/A.html for details

    File URL: http://www.envplan.com/epa/fulltext/a43/a43201.pdf
    File Function: main text
    Download Restriction: Fulltext access restricted to subscribers, see http://www.envplan.co.uk/A.html for details

    As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.

    Bibliographic Info

    Article provided by Pion Ltd, London in its journal Environment and Planning A.

    Volume (Year): 43 (2011)
    Issue (Month): 7 (July)
    Pages: 1723-1745

    as in new window
    Handle: RePEc:pio:envira:v:43:y:2011:i:7:p:1723-1745

    Contact details of provider:
    Web page: http://www.pion.co.uk

    Related research

    Keywords:

    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:pio:envira:v:43:y:2011:i:7:p:1723-1745. 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: (Neil Hammond).

    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.