Practical Proposals for Specifying k-Nearest Neighbours Weights Matrices

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7 Citeringar (Scopus)

Sammanfattning

In this article we introduce and evaluate testing procedures for specifying the number k of nearest neighbours in the weights matrix of a spatial econometric model. An increasing and a decreasing neighbours testing procedure are suggested. Kelejian's J-test for non-nested spatial models is used in the testing procedures. The testing procedures give formal justification for the choice of k, something which has been lacking in the classical spatial econometric literature. Simulations show that the testing procedures can be used in large samples to determine k. An empirical example involving house price data is provided.
OriginalspråkEngelska
Artikelnummer2
Referentgranskad vetenskaplig tidskriftSpatial Economic Analysis
Volym9
Utgåva3
Sidor (från-till)260-283
Antal sidor24
DOI
StatusPublicerad - 30.08.2014
MoE-publikationstypA1 Originalartikel i en vetenskaplig tidskrift

Nyckelord

  • 112 Statistik
  • 511 Nationalekonomi
  • KOTA2014

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