[Forum SIS] UNIBO Statistics Seminars

[Silvia Cagnone]

We are glad to announce the following  Statistics Seminar:


Friday, May 18, 2.30 pm

Seminar Room, via delle Belle Arti 41, Bologna


Jesus Mur
(Università di Saragozza)

A Comparison Study on Criteria to Select the Most Adequate Weighting Matrix

Abstract:

The practice of spatial econometrics revolves around a weighting matrix, which is often supplied by the user on previous knowledge. This is the so called W issue. Probably, the aprioristic approach is not the best solution although, nowadays, there few alternatives for the user. Our contribution focuses on the problem of selecting a W matrix from among a finite set of matrices, all of them deemed appropriate for the case. We develop a new and simple method based on the Entropy corresponding to the distribution of probability estimated for the data. Other alternatives, which are common in current applied work, are also reviewed. The paper includes a large Monte Carlo resolved in order to calibrate the effectiveness of our approach compared to the others. Two well-known case study are also included.



Contact person: Roberto Patuelli


The schedule of the statistics seminars are available at http://www.stat.unibo.it/it/dipartimento/seminari-di-statistica-2018


Silvia Cagnone
Department of Statistical Sciences "Paolo Fortunati"
University of Bologna
Via delle Belle Arti 41 - 40126  Bologna,  ITALY
Tel: +39 051 2098213  Fax: +39 051 232153
http://www2.stat.unibo.it/cagnone/

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