2018
DOI: 10.1111/gean.12180
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Using Spatial Filters and Exploratory Data Analysis to Enhance Regression Models of Spatial Data

Abstract: Residual spatial autocorrelation is a situation frequently encountered in regression analysis of spatial data. The statistical problems arising due to this phenomenon are well‐understood. Original developments in the field of statistical analysis of spatial data were meant to detect spatial pattern, in order to assess whether corrective measures were required. An early development was the use of residual autocorrelation as an exploratory tool to improve regression analysis of spatial data. In this note, we pro… Show more

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Cited by 15 publications
(6 citation statements)
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References 53 publications
(69 reference statements)
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“…In the present case, it appears that an application of spatial filtering (see Getis and Griffith 2002;Griffith 2004;Paez 2019) can help. Spatial filtering provides an elegant solution to regression problems that may have difficulties handling the spatial structures of spatial statistical and econometric models (Griffith 2000).…”
Section: Proceed With Caution: Spatial Effects Aheadmentioning
confidence: 59%
“…In the present case, it appears that an application of spatial filtering (see Getis and Griffith 2002;Griffith 2004;Paez 2019) can help. Spatial filtering provides an elegant solution to regression problems that may have difficulties handling the spatial structures of spatial statistical and econometric models (Griffith 2000).…”
Section: Proceed With Caution: Spatial Effects Aheadmentioning
confidence: 59%
“…When model residuals are not randomly distributed, exploring the spatial patterns of these residuals can in fact be very helpful in identifying missing explanatory factors. Supported by expert opinion, the resulting patterns will then guide the choice of omitted relevant explanatory variables (Paez 2019).…”
Section: Discussionmentioning
confidence: 99%
“…The k eigenvectors can be identified from a candidate eigenvector set with a stepwise selection procedure, which selects considerably fewer eigenvectors than n (Chun et al ). MESF also is adopted by econometricians in their research (e.g., Eckey, Dreger, and Türck ; Crespo Cuaresma and Feldkircher ; Pace, LeSage, and Zhu ), and furthermore, Paez () discusses that MESF furnishes an effective approach to identify omitted but potentially substantive covariates.…”
Section: Methodsmentioning
confidence: 99%