A Comparison Study on Criteria to Select the Most Adequate Weighting Matrix.
Entropy (Basel)
; 21(2)2019 Feb 08.
Article
em En
| MEDLINE
| ID: mdl-33266875
The practice of spatial econometrics revolves around a weighting matrix, which is often supplied by the user on previous knowledge. This is the so-called W issue. Probably, the aprioristic approach is not the best solution although, presently, there are few alternatives for the user. Our contribution focuses on the problem of selecting a W matrix from among a finite set of matrices, all of them considered appropriate for the case. We develop a new and simple method based on the entropy corresponding to the distribution of probability estimated for the data. Other alternatives, which are common in current applied work, are also reviewed. The paper includes a large study of Monte Carlo to calibrate the effectiveness of our approach compared to others. A well-known case study is also included.
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1
Coleções:
01-internacional
Base de dados:
MEDLINE
Tipo de estudo:
Prognostic_studies
Idioma:
En
Revista:
Entropy (Basel)
Ano de publicação:
2019
Tipo de documento:
Article
País de afiliação:
Argentina
País de publicação:
Suíça