Embracing heterogeneity: the spatial autoregressive mixture model

B-Tier
Journal: Regional Science and Urban Economics
Year: 2017
Volume: 64
Issue: C
Pages: 148-161

Authors (2)

Cornwall, Gary J. (not in RePEc) Parent, Olivier (University of Cincinnati)

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

In this paper a mixture distribution model is extended to include spatial dependence of the autoregressive type. The resulting model nests both spatial heterogeneity and spatial dependence as special cases. A data generation process is outlined that incorporates both a finite mixture of normal distributions and spatial dependence. Whether group assignment is completely random by nature or displays some locational “pattern”, the proposed spatial-mix estimation procedure is always able to recover the true parameters. As an illustration, a basic hedonic price model is investigated that includes sub-groups of data with heterogeneous coefficients in addition to spatially clustered elements.

Technical Details

RePEc Handle
repec:eee:regeco:v:64:y:2017:i:c:p:148-161
Journal Field
Urban
Author Count
2
Added to Database
2026-01-25