Usefulness of the Information Contained in the Prediction Sample for the Spatial Error Model
Usefulness of the Information Contained in the Prediction Sample for the Spatial Error Model
复制标题
预测样本中包含的信息对于空间误差模型的有用性
DOI:
10.1007/s11146-011-9345-9
复制
发表时间:
2012
影响因子:
1.9
通讯作者:
Takafumi Kato
中科院分区:
文献类型:
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作者:
Kato;Takafumi;野田英雄・姜興起;橋本直樹;鈴木純;西埜晴久;橋本直樹;姜興起・野田英雄;Takafumi Kato;佐々木亘;橋本直樹;西埜晴久;野田英雄・姜興起;Takafumi Kato
A recent study proposed an estimation approach that uses data on the independent variables and location for the prediction sample, and suggested that it may improve estimation and prediction. This is an incomplete data approach following an iterative process along the lines of the EM algorithm. The present study compares this approach with a partial data approach that uses only data on the dependent and independent variables and location for the estimation sample. Our Monte Carlo experiments show that unless the estimation and prediction samples constitute the whole population and the data generating model is used as the data fitting model, the incomplete data approach is not guaranteed to be superior to the partial data approach.