MULTIPARAMETRIC AND HIERARCHICAL SPATIAL AUTOREGRESSIVE MODELS: THE EVALUATION OF THE MISSPECIFICATION OF SPATIAL EFFECTS USING A MONTE CARLO SIMULATION

MULTIPARAMETRIC AND HIERARCHICAL SPATIAL AUTOREGRESSIVE MODELS: THE EVALUATION OF THE MISSPECIFICATION OF SPATIAL EFFECTS USING A MONTE CARLO SIMULATION

The aim of this paper is to evaluate the spatial and hierarchical models for data generating processes with spatial heterogeneity and spatial dependence at the higher level. The simulation for the m-SAR and HSAR models was used to discuss the consequences of spatial misspecification. We noticed that...

Full description

Bibliographic Details
Main Author: Edyta Łaszkiewicz
Format: Article
Language:English
Published: Lodz University Press 2014-05-01
Series:Acta Universitatis Lodziensis. Folia Oeconomica
Subjects:
Spatial model
hierarchical model
Monte Carlo, Bayesian estimation.
Online Access:https://czasopisma.uni.lodz.pl/foe/article/view/335
id doaj-822840da0e9f4682bb712bf9a17c3f53
record_format Article
spelling doaj-822840da0e9f4682bb712bf9a17c3f532020-11-25T02:28:27ZengLodz University PressActa Universitatis Lodziensis. Folia Oeconomica0208-60182353-76632014-05-015307195MULTIPARAMETRIC AND HIERARCHICAL SPATIAL AUTOREGRESSIVE MODELS: THE EVALUATION OF THE MISSPECIFICATION OF SPATIAL EFFECTS USING A MONTE CARLO SIMULATIONEdyta Łaszkiewicz0University of Lodz, Faculty of Economics and Sociology, Departament of Spatial Econometrics.The aim of this paper is to evaluate the spatial and hierarchical models for data generating processes with spatial heterogeneity and spatial dependence at the higher level. The simulation for the m-SAR and HSAR models was used to discuss the consequences of spatial misspecification. We noticed that the misspecification of spatial homogeneity or heterogeneity in both models affects i.a. the estimated parameter for spatial interactions at the individual level. Applying a m-SAR model for spatially heterogeneous processes causes the overestimation of the spatial interaction parameter.https://czasopisma.uni.lodz.pl/foe/article/view/335Spatial modelhierarchical modelMonte Carlo, Bayesian estimation.
collection DOAJ
language English
format Article
sources DOAJ
author Edyta Łaszkiewicz
spellingShingle Edyta Łaszkiewicz
MULTIPARAMETRIC AND HIERARCHICAL SPATIAL AUTOREGRESSIVE MODELS: THE EVALUATION OF THE MISSPECIFICATION OF SPATIAL EFFECTS USING A MONTE CARLO SIMULATION
Acta Universitatis Lodziensis. Folia Oeconomica
Spatial model
hierarchical model
Monte Carlo, Bayesian estimation.
author_facet Edyta Łaszkiewicz
author_sort Edyta Łaszkiewicz
title MULTIPARAMETRIC AND HIERARCHICAL SPATIAL AUTOREGRESSIVE MODELS: THE EVALUATION OF THE MISSPECIFICATION OF SPATIAL EFFECTS USING A MONTE CARLO SIMULATION
title_short MULTIPARAMETRIC AND HIERARCHICAL SPATIAL AUTOREGRESSIVE MODELS: THE EVALUATION OF THE MISSPECIFICATION OF SPATIAL EFFECTS USING A MONTE CARLO SIMULATION
title_full MULTIPARAMETRIC AND HIERARCHICAL SPATIAL AUTOREGRESSIVE MODELS: THE EVALUATION OF THE MISSPECIFICATION OF SPATIAL EFFECTS USING A MONTE CARLO SIMULATION
title_fullStr MULTIPARAMETRIC AND HIERARCHICAL SPATIAL AUTOREGRESSIVE MODELS: THE EVALUATION OF THE MISSPECIFICATION OF SPATIAL EFFECTS USING A MONTE CARLO SIMULATION
title_full_unstemmed MULTIPARAMETRIC AND HIERARCHICAL SPATIAL AUTOREGRESSIVE MODELS: THE EVALUATION OF THE MISSPECIFICATION OF SPATIAL EFFECTS USING A MONTE CARLO SIMULATION
title_sort multiparametric and hierarchical spatial autoregressive models: the evaluation of the misspecification of spatial effects using a monte carlo simulation
publisher Lodz University Press
series Acta Universitatis Lodziensis. Folia Oeconomica
issn 0208-6018
2353-7663
publishDate 2014-05-01
description The aim of this paper is to evaluate the spatial and hierarchical models for data generating processes with spatial heterogeneity and spatial dependence at the higher level. The simulation for the m-SAR and HSAR models was used to discuss the consequences of spatial misspecification. We noticed that the misspecification of spatial homogeneity or heterogeneity in both models affects i.a. the estimated parameter for spatial interactions at the individual level. Applying a m-SAR model for spatially heterogeneous processes causes the overestimation of the spatial interaction parameter.
topic Spatial model
hierarchical model
Monte Carlo, Bayesian estimation.
url https://czasopisma.uni.lodz.pl/foe/article/view/335
work_keys_str_mv AT edytałaszkiewicz multiparametricandhierarchicalspatialautoregressivemodelstheevaluationofthemisspecificationofspatialeffectsusingamontecarlosimulation
_version_ 1724837894356467712

Similar Items