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Model boosting for spatial weighting matrix selection in spatial lag models

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  • Philip Kostov

Abstract

The spatial lag specification is often used in spatial econometrics. The choice of an appropriate spatial weighting matrix is an important outstanding methodological problem in the quantitative spatial dependence literature. This paper proposes applying a component-wise model-boosting algorithm to deal with the issue of the choice of a spatial weighting matrix amongst a predetermined set of alternatives. The resulting procedure is computationally simple and easy to implement. I present an empirical application of the proposed methodology. Some possible extensions to a more general setting are discussed.

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  • Philip Kostov, 2010. "Model boosting for spatial weighting matrix selection in spatial lag models," Environment and Planning B: Planning and Design, Pion Ltd, London, vol. 37(3), pages 533-549, May.
  • Handle: RePEc:pio:envirb:v:37:y:2010:i:3:p:533-549
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    Cited by:

    1. Sabina Buczkowska & Nicolas Coulombel & Matthieu de Lapparent, 2015. "Euclidean distance versus travel time in business location: A probabilistic mixture of hurdle-Poisson models," ERSA conference papers ersa15p1060, European Regional Science Association.
    2. Basile, Roberto & Durbán, María & Mínguez, Román & María Montero, Jose & Mur, Jesús, 2014. "Modeling regional economic dynamics: Spatial dependence, spatial heterogeneity and nonlinearities," Journal of Economic Dynamics and Control, Elsevier, vol. 48(C), pages 229-245.
    3. James P. LeSage & R. Kelley Pace, 2014. "The Biggest Myth in Spatial Econometrics," Econometrics, MDPI, Open Access Journal, vol. 2(4), pages 1-33, December.
    4. Seya, Hajime & Yamagata, Yoshiki & Tsutsumi, Morito, 2013. "Automatic selection of a spatial weight matrix in spatial econometrics: Application to a spatial hedonic approach," Regional Science and Urban Economics, Elsevier, vol. 43(3), pages 429-444.
    5. Wang, Yiyi & Kockelman, Kara M. & Xiaokun (Cara) Wang, Xiaokun (Cara) Wang, 2013. "The impact of weight matrices on parameter estimation and inference: A case study of binary response using land-use data," The Journal of Transport and Land Use, Center for Transportation Studies, University of Minnesota, vol. 6(3), pages 75-85.

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