Award Date
12-15-2018
Degree Type
Thesis
Degree Name
Master of Science (MS)
Department
Mathematical Sciences
First Committee Member
Petros Hadjicostas
Second Committee Member
Hokwon A. Cho
Third Committee Member
Kaushik Ghosh
Fourth Committee Member
Ashok K. Singh
Number of Pages
78
Abstract
In this thesis, we study one of Ord's (1975) global spatial regression models.
Ord considered spatial regressive-autoregressive models to describe the interaction
between location and a response variable in the presence of several covariates. He also
developed a practical estimation method for the parameters of this regression model
using the eigenvalues of a weight matrix that captures the contiguity of locations.
We review the theoretical aspects of his estimation method and implement it in the
statistical package R.
We also implement Ord's methods on the Columbus, Ohio, crime data set from the
year 1980, which involves the crime rate of each neighborhood of the city as a response
variable and the average income and average house value of each neighborhood as
covariates. We use different weight matrices that capture different "nearest neighbor"
notions and compare the results.
Keywords
autoregressive; Columbus Ohio data; lattice structure; Ord's eigenvalue; spatial data; spatial parameter estimation
Disciplines
Applied Mathematics | Statistics and Probability
File Format
Degree Grantor
University of Nevada, Las Vegas
Language
English
Repository Citation
Tonmoy, Sajib Mahmud Mahmud, "Estimation of the Parameters in a Spatial Regressive-Autoregressive Model Using Ord's Eigenvalue Method" (2018). UNLV Theses, Dissertations, Professional Papers, and Capstones. 3459.
http://dx.doi.org/10.34917/14279184
Rights
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