Reduced-bias estimation of spatial autoregressive models with incompletely geocoded data

Flavio Santi (), Maria Michela Dickson, Diego Giuliani, Giuseppe Arbia () and Giuseppe Espa
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Maria Michela Dickson: University of Trento
Diego Giuliani: University of Trento
Giuseppe Espa: University of Trento

Computational Statistics, 2021, vol. 36, issue 4, No 10, 2563-2590

Abstract: Abstract The application of spatial Cliff–Ord models requires information about spatial coordinates of statistical units to be reliable, which is usually the case in the context of areal data. With micro-geographic point-level data, however, such information is inevitably affected by locational errors, that can be generated intentionally by the data producer for privacy protection or can be due to inaccuracy of the geocoding procedures. This unfortunate circumstance can potentially limit the use of the spatial autoregressive modelling framework for the analysis of micro data, as the presence of locational errors may have a non-negligible impact on the estimates of model parameters. This contribution aims at developing a strategy to reduce the bias and produce more reliable inference for spatial models with location errors. The proposed estimation strategy models both the spatial stochastic process and the coarsening mechanism by means of a marked point process. The model is fitted through the maximisation of a doubly-marginalised likelihood function of the marked point process, which cleans out the effects of coarsening. The validity of the proposed approach is assessed by means of a Monte Carlo simulation study under different real-case scenarios, whereas it is applied to real data on house prices.

Keywords: Spatial statistics; Cliff–Ord modelling; Model fitting; Geocoding; Coarsening; Marginal likelihood (search for similar items in EconPapers)
Date: 2021
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DOI: 10.1007/s00180-021-01090-7

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