diff --git a/ci/312-latest.yaml b/ci/312-latest.yaml index 7ab733e7..9cd99eb4 100755 --- a/ci/312-latest.yaml +++ b/ci/312-latest.yaml @@ -29,5 +29,5 @@ dependencies: - nbsphinx - numpydoc - sphinx>=1.4.3 - - sphinxcontrib-bibtex<2.0.0 + - sphinxcontrib-bibtex - sphinx_bootstrap_theme diff --git a/docs/_static/references.bib b/docs/_static/references.bib index b4f57970..c64c322f 100644 --- a/docs/_static/references.bib +++ b/docs/_static/references.bib @@ -6,100 +6,26 @@ %% Saved with string encoding Unicode (UTF-8) -@article{Anselin2021, - Author = {Anselin, Luc and Amaral, Pedro}, - Journal = {Journal of Geographical Systems}, - Number = {26}, - Pages = {209–234}, - Title = {Endogenous Spatial Regimes}, - Url = {https://doi.org/10.1007/s10109-023-00411-2}, - Volume = {}, - Year = {2024}} - -@article{McMillen1992, - Abstract = {ABSTRACT. Commonly-employed spatial autocorrelation models imply heteroskedastic errors, but heteroskedasticity causes probit to be inconsistent. This paper proposes and illustrates the use of two categories of estimators for probit models with spatial autocorrelation. One category is based on the EM algorithm, and requires repeated application of a maximum-likelihood estimator. The other category, which can be applied to models derived using the spatial expansion method, only requires weighted least squares.}, - Author = {McMillen, Daniel P.}, - Date-Added = {2019-12-16 16:00:49 -0800}, - Date-Modified = {2019-12-16 16:00:58 -0800}, - Doi = {10.1111/j.1467-9787.1992.tb00190.x}, - Eprint = {https://onlinelibrary.wiley.com/doi/pdf/10.1111/j.1467-9787.1992.tb00190.x}, - Journal = {Journal of Regional Science}, - Number = {3}, - Pages = {335-348}, - Title = {PROBIT WITH SPATIAL AUTOCORRELATION}, - Url = {https://onlinelibrary.wiley.com/doi/abs/10.1111/j.1467-9787.1992.tb00190.x}, - Volume = {32}, - Year = {1992}, - Bdsk-Url-1 = {https://onlinelibrary.wiley.com/doi/abs/10.1111/j.1467-9787.1992.tb00190.x}, - Bdsk-Url-2 = {https://doi.org/10.1111/j.1467-9787.1992.tb00190.x}} - -@article{Pinkse1998, - Author = {Pinkse, Joris and Slade, Margaret E}, - Date-Added = {2019-12-16 10:11:40 -0800}, - Date-Modified = {2019-12-16 10:11:49 -0800}, - Journal = {Journal of Econometrics}, - Number = {1}, - Pages = {125--154}, - Publisher = {Elsevier}, - Title = {Contracting in space: An application of spatial statistics to discrete-choice models}, - Volume = {85}, - Year = {1998}} - -@article{Kelejian2001, - Author = {Harry H. Kelejian and Ingmar R. Prucha}, - Date-Added = {2019-12-16 10:10:54 -0800}, - Date-Modified = {2019-12-16 10:11:05 -0800}, - Doi = {http://dx.doi.org/10.1016/S0304-4076(01)00064-1}, - Issn = {0304-4076}, - Journal = {Journal of Econometrics}, - Keywords = {Central limit theorem}, - Number = {2}, - Pages = {219 - 257}, - Title = {On the asymptotic distribution of the Moran I test statistic with applications}, - Url = {http://www.sciencedirect.com/science/article/pii/S0304407601000641}, - Volume = {104}, - Year = {2001}, - Bdsk-File-1 = {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}, - Bdsk-Url-1 = {http://dx.doi.org/10.1016/S0304-4076(01)00064-1}} - -@incollection{Pinkse2004, - Address = {Berlin}, - Author = {Pinske, Joris}, - Booktitle = {Advances in Spatial Econometrics: Methodology, Tools and Applications}, - Date-Added = {2019-12-16 10:10:07 -0800}, - Date-Modified = {2019-12-16 10:10:18 -0800}, - Editor = {Anselin, L. and Florax, R. J. G. M. and Rey, S. J.}, - Owner = {serge}, - Pages = {67-77}, - Publisher = {Springer}, - Timestamp = {2008.07.09}, - Title = {Moran-flavored tests with nuisance parameters: Examples}, - Year = {2004}} +@article{Akaike1974, + Author = {Akaike, Hirotugu}, + Date-Added = {2019-01-14 14:11:32 -0800}, + Date-Modified = {2019-01-14 14:11:39 -0800}, + Journal = {IEEE transactions on automatic control}, + Number = {6}, + Pages = {716--723}, + Publisher = {Ieee}, + Title = {A new look at the statistical model identification}, + Volume = {19}, + Year = {1974}} -@article{clifford1981, - Author = {Cliff, A. D. and Ord, J. K.}, - Date-Added = {2019-11-22 23:36:25 -0800}, - Date-Modified = {2019-11-22 23:36:54 -0800}, - Journal = {Pion, London}, - Title = {Spatial processes: models and applications}, - Year = {1981}} -@article{Drukker:2013aa, - Abstract = {We describe the spivreg command, which estimates the parameters of linear cross-sectional spatial-autoregressive models with spatial-autoregressive disturbances, where the model may also contain additional endogenous variables as well as exogenous variables. spivreg uses results and the literature cited in Kelejian and Prucha (1998, Journal of Real Estate Finance and Economics 17: 99--121; 1999, International Economic Review 40: 509--533; 2004, Journal of Econometrics 118: 27--50; 2010, Journal of Econometrics 157: 53--67); Arraiz et al. (2010, Journal of Regional Science 50: 592--614); and Drukker, Egger, and Prucha (2013, Econometric Reviews 32: 686--733).}, - Author = {Drukker, David M. and Prucha, Ingmar R. and Raciborski, Rafal}, - Date = {2013}, - Date-Added = {2019-11-22 22:05:26 -0800}, - Date-Modified = {2019-11-22 22:05:26 -0800}, - Journal = {The Stata Journal}, - Keywords = {st0293,spivreg,spatial-autoregressive models,Cliff--Ord models,generalized spatial two-stage least squares,instrumental-variable estimation,generalized method of moments estimation,spatial econometrics,spatial statistics}, - Number = {2}, - Pages = {287-301}, - Title = {A Command for Estimating Spatial-Autoregressive Models with Spatial-Autoregressive Disturbances and Additional Endogenous Variables}, - Type = {10.1177/1536867X1301300203}, - Url = {https://journals.sagepub.com/doi/abs/10.1177/1536867X1301300203}, - Volume = {13}, - Year = {2013}, - Bdsk-Url-1 = {https://journals.sagepub.com/doi/abs/10.1177/1536867X1301300203}} +@book{Anselin1988, + Address = {Dordrecht}, + Author = {Anselin, Luc}, + Keywords = {spatial econometrics}, + Publisher = {{Kluwer}}, + Title = {Spatial {{Econometrics}}: {{Methods}} and {{Models}}}, + Year = {1988}} @article{Anselin1996a, Author = {Anselin, Luc and Bera, Anil K and Florax, Raymond and Yoon, Mann J}, @@ -125,86 +51,35 @@ @article{Anselin1997 Volume = {20}, Year = {1997}} -@article{White1980, - Author = {White, Halbert}, - Date-Added = {2019-01-14 14:15:59 -0800}, - Date-Modified = {2019-01-14 14:16:08 -0800}, - Journal = {Econometrica: Journal of the Econometric Society}, - Pages = {817--838}, - Publisher = {JSTOR}, - Title = {A heteroskedasticity-consistent covariance matrix estimator and a direct test for heteroskedasticity}, - Year = {1980}} - -@article{Schwarz1978, - Author = {Schwarz, Gideon and others}, - Date-Added = {2019-01-14 14:15:10 -0800}, - Date-Modified = {2019-01-14 14:15:15 -0800}, - Journal = {The annals of statistics}, - Number = {2}, - Pages = {461--464}, - Publisher = {Institute of Mathematical Statistics}, - Title = {Estimating the dimension of a model}, - Volume = {6}, - Year = {1978}} - -@article{Koenker1982, - Author = {Koenker, Roger and Bassett Jr, Gilbert}, - Date-Added = {2019-01-14 14:14:06 -0800}, - Date-Modified = {2019-01-14 14:14:17 -0800}, - Journal = {Econometrica: Journal of the Econometric Society}, - Pages = {43--61}, - Publisher = {JSTOR}, - Title = {Robust tests for heteroscedasticity based on regression quantiles}, - Year = {1982}} - -@article{Jarque1980, - Author = {Jarque, Carlos M and Bera, Anil K}, - Date-Added = {2019-01-14 14:13:04 -0800}, - Date-Modified = {2019-01-14 14:13:10 -0800}, - Journal = {Economics letters}, - Number = {3}, - Pages = {255--259}, - Publisher = {Elsevier}, - Title = {Efficient tests for normality, homoscedasticity and serial independence of regression residuals}, - Volume = {6}, - Year = {1980}} - -@article{Breusch1979, - Author = {Breusch, Trevor S and Pagan, Adrian R}, - Date-Added = {2019-01-14 14:12:25 -0800}, - Date-Modified = {2019-01-14 14:12:38 -0800}, - Journal = {Econometrica: Journal of the Econometric Society}, - Pages = {1287--1294}, - Publisher = {JSTOR}, - Title = {A simple test for heteroscedasticity and random coefficient variation}, - Year = {1979}} - -@article{Akaike1974, - Author = {Akaike, Hirotugu}, - Date-Added = {2019-01-14 14:11:32 -0800}, - Date-Modified = {2019-01-14 14:11:39 -0800}, - Journal = {IEEE transactions on automatic control}, - Number = {6}, - Pages = {716--723}, - Publisher = {Ieee}, - Title = {A new look at the statistical model identification}, - Volume = {19}, - Year = {1974}} - -@book{Anselin1988, - Address = {Dordrecht}, - Author = {Anselin, Luc}, - Keywords = {spatial econometrics}, - Publisher = {{Kluwer}}, - Title = {Spatial {{Econometrics}}: {{Methods}} and {{Models}}}, - Year = {1988}} - @techreport{Anselin2011, Author = {Anselin, Luc}, Institution = {{GeoDa} Center for Geospatial Analysis and Computation}, Title = {{GMM} Estimation of Spatial Error Autocorrelation with and without Heteroskedasticity}, Year = {2011}} +@article{Anselin2021, + Author = {Anselin, Luc and Amaral, Pedro}, + Journal = {Journal of Geographical Systems}, + Number = {26}, + Pages = {209–234}, + Title = {Endogenous Spatial Regimes}, + Url = {https://doi.org/10.1007/s10109-023-00411-2}, + Volume = {}, + Year = {2024}} + +@online{anselin2024SpatialEconometric, + title = {Spatial {{Econometric Model Specification Search}}: {{Another Look}}}, + shorttitle = {({{PDF}}) {{Spatial Econometric Model Specification Search}}}, + author = {Anselin, Luc and Reminini, Renan and Amaral, Pedro}, + date = {2024-06}, + doi = {10.13140/RG.2.2.10650.86721}, + url = {https://www.researchgate.net/publication/381312934_Spatial_Econometric_Model_Specification_Search_Another_Look?channel=doi&linkId=666859b1a54c5f0b945e25a7&showFulltext=true}, + urldate = {2024-11-08}, + abstract = {ResearchGate is a network dedicated to science and research. Connect, collaborate and discover scientific publications, jobs and conferences. All for free.}, + langid = {english}, + pubstate = {prepublished} +} + @article{Arraiz2010, Author = {Arraiz, Irani and Drukker, David M. and Kelejian, Harry H. and Prucha, Ingmar R.}, Doi = {10.1111/j.1467-9787.2009.00618.x}, @@ -218,6 +93,48 @@ @article{Arraiz2010 Year = {2010}, Bdsk-Url-1 = {https://doi.org/10.1111/j.1467-9787.2009.00618.x}} +@book{Belsley1980, + Author = {Belsley, David A and Kuh, Edwin and Welsch, Roy E}, + Publisher = {John Wiley \& Sons}, + Title = {Regression diagnostics: Identifying influential data and sources of collinearity}, + Volume = {571}, + Year = {2005}} + +@article{Breusch1979, + Author = {Breusch, Trevor S and Pagan, Adrian R}, + Date-Added = {2019-01-14 14:12:25 -0800}, + Date-Modified = {2019-01-14 14:12:38 -0800}, + Journal = {Econometrica: Journal of the Econometric Society}, + Pages = {1287--1294}, + Publisher = {JSTOR}, + Title = {A simple test for heteroscedasticity and random coefficient variation}, + Year = {1979}} + +@article{clifford1981, + Author = {Cliff, A. D. and Ord, J. K.}, + Date-Added = {2019-11-22 23:36:25 -0800}, + Date-Modified = {2019-11-22 23:36:54 -0800}, + Journal = {Pion, London}, + Title = {Spatial processes: models and applications}, + Year = {1981}} + +@article{Drukker:2013aa, + Abstract = {We describe the spivreg command, which estimates the parameters of linear cross-sectional spatial-autoregressive models with spatial-autoregressive disturbances, where the model may also contain additional endogenous variables as well as exogenous variables. spivreg uses results and the literature cited in Kelejian and Prucha (1998, Journal of Real Estate Finance and Economics 17: 99--121; 1999, International Economic Review 40: 509--533; 2004, Journal of Econometrics 118: 27--50; 2010, Journal of Econometrics 157: 53--67); Arraiz et al. (2010, Journal of Regional Science 50: 592--614); and Drukker, Egger, and Prucha (2013, Econometric Reviews 32: 686--733).}, + Author = {Drukker, David M. and Prucha, Ingmar R. and Raciborski, Rafal}, + Date = {2013}, + Date-Added = {2019-11-22 22:05:26 -0800}, + Date-Modified = {2019-11-22 22:05:26 -0800}, + Journal = {The Stata Journal}, + Keywords = {st0293,spivreg,spatial-autoregressive models,Cliff--Ord models,generalized spatial two-stage least squares,instrumental-variable estimation,generalized method of moments estimation,spatial econometrics,spatial statistics}, + Number = {2}, + Pages = {287-301}, + Title = {A Command for Estimating Spatial-Autoregressive Models with Spatial-Autoregressive Disturbances and Additional Endogenous Variables}, + Type = {10.1177/1536867X1301300203}, + Url = {https://journals.sagepub.com/doi/abs/10.1177/1536867X1301300203}, + Volume = {13}, + Year = {2013}, + Bdsk-Url-1 = {https://journals.sagepub.com/doi/abs/10.1177/1536867X1301300203}} + @article{Drukker2013, Author = {Drukker, David M and Egger, Peter and Prucha, Ingmar R}, Journal = {Econometric Reviews}, @@ -227,6 +144,34 @@ @article{Drukker2013 Volume = {32}, Year = {2013}} +@article{Elhorst2003, + Author = {J. Paul Elhorst}, + Title ={Specification and Estimation of Spatial Panel Data Models}, + Journal = {International Regional Science Review}, + Volume = {26}, + Number = {3}, + Pages = {244-268}, + Year = {2003}, + Doi = {10.1177/0160017603253791}} + +@book{Greene2003, + Author = {Greene, William H}, + Publisher = {Pearson Education India}, + Title = {Econometric analysis}, + Year = {2003}} + +@article{Jarque1980, + Author = {Jarque, Carlos M and Bera, Anil K}, + Date-Added = {2019-01-14 14:13:04 -0800}, + Date-Modified = {2019-01-14 14:13:10 -0800}, + Journal = {Economics letters}, + Number = {3}, + Pages = {255--259}, + Publisher = {Elsevier}, + Title = {Efficient tests for normality, homoscedasticity and serial independence of regression residuals}, + Volume = {6}, + Year = {1980}} + @article{Kelejian1998, Author = {Kelejian, Harry H and Prucha, Ingmar R}, Journal = {J. Real Estate Fin. Econ.}, @@ -244,6 +189,23 @@ @article{Kelejian1999 Volume = {40}, Year = {1999}} +@article{Kelejian2001, + Author = {Harry H. Kelejian and Ingmar R. Prucha}, + Date-Added = {2019-12-16 10:10:54 -0800}, + Date-Modified = {2019-12-16 10:11:05 -0800}, + Doi = {http://dx.doi.org/10.1016/S0304-4076(01)00064-1}, + Issn = {0304-4076}, + Journal = {Journal of Econometrics}, + Keywords = {Central limit theorem}, + Number = {2}, + Pages = {219 - 257}, + Title = {On the asymptotic distribution of the Moran I test statistic with applications}, + Url = {http://www.sciencedirect.com/science/article/pii/S0304407601000641}, + Volume = {104}, + Year = {2001}, + Bdsk-File-1 = {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}, + Bdsk-Url-1 = {http://dx.doi.org/10.1016/S0304-4076(01)00064-1}} + @article{KKP2007, Author = {Kapoor, M and Kelejian, H H and Prucha, I R}, Journal = {Journal of Econometrics}, @@ -252,26 +214,78 @@ @article{KKP2007 Volume = {140}, Year = {2007}} -@article{Elhorst2003, - Author = {J. Paul Elhorst}, - Title ={Specification and Estimation of Spatial Panel Data Models}, - Journal = {International Regional Science Review}, - Volume = {26}, - Number = {3}, - Pages = {244-268}, - Year = {2003}, - Doi = {10.1177/0160017603253791}} +@article{Koenker1982, + Author = {Koenker, Roger and Bassett Jr, Gilbert}, + Date-Added = {2019-01-14 14:14:06 -0800}, + Date-Modified = {2019-01-14 14:14:17 -0800}, + Journal = {Econometrica: Journal of the Econometric Society}, + Pages = {43--61}, + Publisher = {JSTOR}, + Title = {Robust tests for heteroscedasticity based on regression quantiles}, + Year = {1982}} -@book{Greene2003, - Author = {Greene, William H}, - Publisher = {Pearson Education India}, - Title = {Econometric analysis}, - Year = {2003}} +@article{McMillen1992, + Abstract = {ABSTRACT. Commonly-employed spatial autocorrelation models imply heteroskedastic errors, but heteroskedasticity causes probit to be inconsistent. This paper proposes and illustrates the use of two categories of estimators for probit models with spatial autocorrelation. One category is based on the EM algorithm, and requires repeated application of a maximum-likelihood estimator. The other category, which can be applied to models derived using the spatial expansion method, only requires weighted least squares.}, + Author = {McMillen, Daniel P.}, + Date-Added = {2019-12-16 16:00:49 -0800}, + Date-Modified = {2019-12-16 16:00:58 -0800}, + Doi = {10.1111/j.1467-9787.1992.tb00190.x}, + Eprint = {https://onlinelibrary.wiley.com/doi/pdf/10.1111/j.1467-9787.1992.tb00190.x}, + Journal = {Journal of Regional Science}, + Number = {3}, + Pages = {335-348}, + Title = {PROBIT WITH SPATIAL AUTOCORRELATION}, + Url = {https://onlinelibrary.wiley.com/doi/abs/10.1111/j.1467-9787.1992.tb00190.x}, + Volume = {32}, + Year = {1992}, + Bdsk-Url-1 = {https://onlinelibrary.wiley.com/doi/abs/10.1111/j.1467-9787.1992.tb00190.x}, + Bdsk-Url-2 = {https://doi.org/10.1111/j.1467-9787.1992.tb00190.x}} -@book{Belsley1980, - Author = {Belsley, David A and Kuh, Edwin and Welsch, Roy E}, - Publisher = {John Wiley \& Sons}, - Title = {Regression diagnostics: Identifying influential data and sources of collinearity}, - Volume = {571}, - Year = {2005}} +@article{Pinkse1998, + Author = {Pinkse, Joris and Slade, Margaret E}, + Date-Added = {2019-12-16 10:11:40 -0800}, + Date-Modified = {2019-12-16 10:11:49 -0800}, + Journal = {Journal of Econometrics}, + Number = {1}, + Pages = {125--154}, + Publisher = {Elsevier}, + Title = {Contracting in space: An application of spatial statistics to discrete-choice models}, + Volume = {85}, + Year = {1998}} + +@incollection{Pinkse2004, + Address = {Berlin}, + Author = {Pinske, Joris}, + Booktitle = {Advances in Spatial Econometrics: Methodology, Tools and Applications}, + Date-Added = {2019-12-16 10:10:07 -0800}, + Date-Modified = {2019-12-16 10:10:18 -0800}, + Editor = {Anselin, L. and Florax, R. J. G. M. and Rey, S. J.}, + Owner = {serge}, + Pages = {67-77}, + Publisher = {Springer}, + Timestamp = {2008.07.09}, + Title = {Moran-flavored tests with nuisance parameters: Examples}, + Year = {2004}} + +@article{Schwarz1978, + Author = {Schwarz, Gideon and others}, + Date-Added = {2019-01-14 14:15:10 -0800}, + Date-Modified = {2019-01-14 14:15:15 -0800}, + Journal = {The annals of statistics}, + Number = {2}, + Pages = {461--464}, + Publisher = {Institute of Mathematical Statistics}, + Title = {Estimating the dimension of a model}, + Volume = {6}, + Year = {1978}} + +@article{White1980, + Author = {White, Halbert}, + Date-Added = {2019-01-14 14:15:59 -0800}, + Date-Modified = {2019-01-14 14:16:08 -0800}, + Journal = {Econometrica: Journal of the Econometric Society}, + Pages = {817--838}, + Publisher = {JSTOR}, + Title = {A heteroskedasticity-consistent covariance matrix estimator and a direct test for heteroskedasticity}, + Year = {1980}} diff --git a/docs/api.rst b/docs/api.rst index 03f3e93d..7c3d7613 100755 --- a/docs/api.rst +++ b/docs/api.rst @@ -141,6 +141,22 @@ Diagnostic tests are useful for identifying model fit, sufficiency, and specific spreg.panel_rLMerror spreg.panel_Hausman + +Spatial Specification Search +-------------------------------- + +The `spsearch` module contains tools for conducting incremental specification searches for spatial econometric models following the approach of :cite:p:`anselin2024SpatialEconometric` + +.. autosummary:: + :toctree: generated/ + + spreg.spsearch.stge_classic + spreg.spsearch.stge_kb + spreg.spsearch.stge_pre + spreg.spsearch.gets_gns + spreg.spsearch.gets_sdm + + DGP -----------