Kostov, Phillip (2010) Model boosting for spatial weighting matrix selection in spatial lag models. Environment and Planning B: Planning and Design, 37 (3). pp. 533 549. ISSN 0265 8135 It is advisable to refer to the publisher's version if you intend to cite from the work. [Kostov, 2010]. This is a postprint of a research article. The definitive, peer-reviewed and edited version of this article is published in Environment and Planning B: Planning and Design, volume 37, issue 3, pages 533-549, 2010, http://dx.doi.org/10.1068/b35137 1 Model boosting for spatial weighting matrix selection in spatial lag models
Philip Kostov Lancashire Business School University of Central Lancashire AbstractThe spatial lag specification is often used in spatial econometrics. The choice of an appropriate spatial weighting matrix is an important outstanding methodological problem in the quantitative spatial dependence literature. This paper proposes applying a componentwise model boosting algorithm to deal with the issue of the choice of a spatial weighting matrix amongst a predetermined set of alternatives. The resulting procedure is computationally simple and easy to implement. We present an empirical application of the proposed methodology. Some possible extensions to a more general setting are discussed.