Practical Proposals for Specifying k-Nearest Neighbours Weights Matrices

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dc.contributor.author Gerkman, Linda
dc.contributor.author Ahlgren, Niklas
dc.date.accessioned 2011-06-01T11:08:03Z
dc.date.available 2011-06-01T11:08:03Z
dc.date.issued 2011-06-01
dc.identifier.isbn 978-952-232-133-6
dc.identifier.issn 0357-4598
dc.identifier.uri http://hdl.handle.net/10138/26530
dc.description.abstract In this article we introduce and evaluate testing procedures for specifying the number k of nearest neighbours in the weights matrix of spatial econometric models. The spatial J-test is used for specification search. Two testing procedures are suggested: an increasing neighbours testing procedure and a decreasing neighbours testing procedure. Simulations show that the increasing neighbours testing procedures can be used in large samples to determine k. The decreasing neighbours testing procedure is found to have low power, and is not recommended for use in practice. An empirical example involving house price data is provided to show how to use the testing procedures with real data. fi
dc.language.iso en fi
dc.relation.ispartofseries Working Paper - 555 fi
dc.subject k-nearest neighbours fi
dc.subject model specification fi
dc.subject spatial j-test fi
dc.subject weights matrix fi
dc.title Practical Proposals for Specifying k-Nearest Neighbours Weights Matrices fi
dc.type Working Paper fi

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