2016
DOI: 10.1007/s10109-015-0225-3
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Eigenvector selection with stepwise regression techniques to construct eigenvector spatial filters

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Cited by 78 publications
(70 citation statements)
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“…Eigenvector selection procedures are discussed in depth in a recent paper by Chun et al (). This procedure has proved successful in removing spatial error autocorrelation in spatial models and to alleviate other statistical issues, such as non‐normality in the residuals (Paez and Whalen Thayn and Simanis ), or to generate synthetic instruments for instrumental variable estimation (Le Gallo and Paez ), among other applications.…”
Section: Methodsmentioning
confidence: 99%
“…Eigenvector selection procedures are discussed in depth in a recent paper by Chun et al (). This procedure has proved successful in removing spatial error autocorrelation in spatial models and to alleviate other statistical issues, such as non‐normality in the residuals (Paez and Whalen Thayn and Simanis ), or to generate synthetic instruments for instrumental variable estimation (Le Gallo and Paez ), among other applications.…”
Section: Methodsmentioning
confidence: 99%
“…None has been proposed in economics or other fields of research, to the authors' best knowledge. The equation formulated by Chun et al (2016), based on residual SAC, predicts the ideal size of the set of candidate eigenvectors, and demonstrates that such size is positively correlated to the amount of spatial autocorrelation to account for.…”
Section: A Backward Stepwise Algorithmmentioning
confidence: 98%
“…This threshold corresponds to a percentage of variance of at least 5 per cent being explained by the dependent variable's spatial lag (WY on Y), according to (Griffith 2003). With regard to network ESF, the algorithm proposed by Chun et al (2016) has been employed. 1 Subsequently, a stepwise regression model may be employed to further reduce the first subset (whose eigenvectors have not yet been related to given data) to just the subset of eigenvectors that are statistically significant as regressors in the model to be evaluated.…”
Section: Spatial Filtersmentioning
confidence: 99%
“…So on through the nth eigenvector E n , which is the set of real numbers that has the largest negative MC achievable by any set that is orthogonal and uncorrelated with the preceding (n − 1) eigenvectors [32]. Being mutually orthogonal and uncorrelated, these eigenvectors can cause the emergence of latent spatial autocorrelation in variables [21], and those eigenvectors that are significant can be filtered out and act as proxies in explanatory variable to capture its spatial stochastic component [19].…”
Section: Eigenvector Generation Based On Swmmentioning
confidence: 99%