A Matrix Exponential Spatial Specification
نویسنده
چکیده
We introduce the matrix exponential as a way of modelling spatially dependent data. The matrix exponential spatial specification simplifies the loglikelihood allowing a closed form solution to the problem of maximum likelihood estimation, and greatly simplifies Bayesian estimation of the model. The matrix exponential spatial specification can produce estimates and inferences similar to those from conventional spatial autoregressive models, but has analytical, computational, and interpretive advantages. We present maximum likelihood and Bayesian approaches to estimation for this spatial model specification along with methods for model comparisons over different explanatory variables and spatial weight matrix specifications.
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