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Random effects specifications in eigenvector spatial filtering: a simulation study

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  • Daisuke Murakami
  • Daniel Griffith

Abstract

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. Copyright Springer-Verlag Berlin Heidelberg 2015

Suggested Citation

  • Daisuke Murakami & Daniel Griffith, 2015. "Random effects specifications in eigenvector spatial filtering: a simulation study," Journal of Geographical Systems, Springer, vol. 17(4), pages 311-331, October.
    • Handle: RePEc:kap:jgeosy:v:17:y:2015:i:4:p:311-331
    DOI: 10.1007/s10109-015-0213-7
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    4. Hiroshi Yamada, 2024. "A New Perspective on Moran’s Coefficient: Revisited," Mathematics, MDPI, vol. 12(2), pages 1-14, January.
    5. Sun, Yeran & Wang, Shaohua & Zhang, Xucai & Chan, Ting On & Wu, Wenjie, 2021. "Estimating local-scale domestic electricity energy consumption using demographic, nighttime light imagery and Twitter data," Energy, Elsevier, vol. 226(C).
    6. Trevor J. Hefley & Mevin B. Hooten & Ephraim M. Hanks & Robin E. Russell & Daniel P. Walsh, 2017. "The Bayesian Group Lasso for Confounded Spatial Data," Journal of Agricultural, Biological and Environmental Statistics, Springer;The International Biometric Society;American Statistical Association, vol. 22(1), pages 42-59, March.
    7. Kiyohiro Ikeda & Minoru Osawa & Yuki Takayama, 2022. "Time Evolution of City Distributions in Germany," Networks and Spatial Economics, Springer, vol. 22(1), pages 125-151, March.
    8. Oshan, Taylor M., 2020. "The spatial structure debate in spatial interaction modeling: 50 years on," OSF Preprints 42vxn, Center for Open Science.
    9. Donegan, Connor & Chun, Yongwan & Hughes, Amy E., 2020. "Bayesian estimation of spatial filters with Moran's eigenvectors and hierarchical shrinkage priors," OSF Preprints fah3z, Center for Open Science.
    10. A. Stewart Fotheringham & M. Sachdeva, 2022. "Scale and local modeling: new perspectives on the modifiable areal unit problem and Simpson’s paradox," Journal of Geographical Systems, Springer, vol. 24(3), pages 475-499, July.
    11. Yu, Danlin & Murakami, Daisuke & Zhang, Yaojun & Wu, Xiwei & Li, Ding & Wang, Xiaoxi & Li, Guangdong, 2020. "Investigating high-speed rail construction's support to county level regional development in China: An eigenvector based spatial filtering panel data analysis," Transportation Research Part B: Methodological, Elsevier, vol. 133(C), pages 21-37.
    12. Philip A. White & Durban G. Keeler & Daniel Sheanshang & Summer Rupper, 2022. "Improving piecewise linear snow density models through hierarchical spatial and orthogonal functional smoothing," Environmetrics, John Wiley & Sons, Ltd., vol. 33(5), August.

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    More about this item

    Keywords

    Eigenvector spatial filtering; Mixed effects model; Geostatistics; Spatial econometrics; Spatial confounding; C15; C21;
    All these keywords.

    JEL classification:

    • C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
    • C21 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Cross-Sectional Models; Spatial Models; Treatment Effect Models

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