2017
DOI: 10.1080/17421772.2017.1300679
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About predictions in spatial autoregressive models: optimal and almost optimal strategies

Abstract: We address the problem of prediction in the spatial autoregressive SAR model for areal data which is classically used in spatial econometrics. With the Kriging theory, prediction using Best Linear Unbiased Predictors is at the heart of the geostatistical literature. From the methodological point of view, we explore the limits of the extension of BLUP formulas in the context of the spatial autoregressive SAR models for out-of-sample prediction simultaneously at several sites. We propose a more tractable "almost… Show more

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Cited by 61 publications
(25 citation statements)
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“…To identify areas where TB under-detection and diagnosis are expected to occur, the best fitting model was used to predict the expected CNR based on the covariates (e.g., trend) and spatial dependencies (e.g., signal) in the data [28]. Next, a standardized CNR, accounting for effects of poverty, testing and retreatment rate, was calculated by subtracting the predicted trend component from the observed CNR.…”
Section: Discussionmentioning
confidence: 99%
“…To identify areas where TB under-detection and diagnosis are expected to occur, the best fitting model was used to predict the expected CNR based on the covariates (e.g., trend) and spatial dependencies (e.g., signal) in the data [28]. Next, a standardized CNR, accounting for effects of poverty, testing and retreatment rate, was calculated by subtracting the predicted trend component from the observed CNR.…”
Section: Discussionmentioning
confidence: 99%
“…2.3, for a more detailed introduction to SAR models. A general discussion about predictions of SAR models from a frequentist perspective can be found in Goulard et al (2017). If we have ∼ N(0, σ 2 I ), with residual variance σ 2 and identity matrix I of dimension N , it follows that…”
Section: Example: Lagged Sar Modelsmentioning
confidence: 99%
“…9 In turn, the case where o = d = 0 yields a SEM or "Spatial Error model", where the disturbances follow a spatial autoregressive process. 10 Finally, a model where all o , d , o and d parameters are non zero implies a SAC or "Spatial Autocorrelation model", which allows for spatial autoregressive dependence both in air transport ‡ows and the disturbances. 11 By taking di¤erent assumptions on the strength of dependence parameters o , d , o and d and for simplicity's sake, we study seven special models of (4), as follows.…”
Section: Spatial Dependencementioning
confidence: 99%