Computing the Jacobian in Spatial Models: An Applied Survey
نویسندگان
چکیده
منابع مشابه
Computing the Jacobian in Gaussian spatial models: an illustrated comparison of available methods
1 When fitting spatial regression models by maximum likelihood us2 ing spatial weights matrices to represent spatial processes, computing 3 the Jacobian, ln(|I−λW|), remains a central problem. In principle, and 4 for smaller data sets, the use of the eigenvalues of the spatial weights 5 matrix provides a very rapid and satisfactory resolution. Analytical 6 eigenvalues are available for large re...
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One of the most important problems in spatial econometrics is the computation of the log of the Jacobian of variable transformations in models with spatial interactions. The computation is necessary in ML estimation and Bayesian analysis of models with spatial dependence (Smirnov and Anselin 2009). The effectiveness of the implementation of ML depends on computing effectiveness of the log-deter...
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ژورنال
عنوان ژورنال: SSRN Electronic Journal
سال: 2010
ISSN: 1556-5068
DOI: 10.2139/ssrn.1680467