Moran’s I for Multivariate Spatial Data
Hiroshi Yamada ()
Additional contact information
Hiroshi Yamada: Graduate School of Humanities and Social Sciences, Hiroshima University, 1-2-1 Kagamiyama, Hiroshima 739-8524, Japan
Mathematics, 2024, vol. 12, issue 17, 1-15
Abstract:
Moran’s I is a spatial autocorrelation measure of univariate spatial data. Therefore, even if p spatial data exist, we can only obtain p values for Moran’s I . In other words, Moran’s I cannot measure the degree of spatial autocorrelation of multivariate spatial data as a single value. This paper addresses this issue. That is, we extend Moran’s I so that it can measure the degree of spatial autocorrelation of multivariate spatial data as a single value. In addition, since the local version of Moran’s I has the same problem, we extend it as well. Then, we establish their properties, which are fundamental for applied work. Numerical illustrations of the theoretical results obtained in the paper are also provided.
Keywords: spatial autocorrelation; multivariate spatial data; Moran’s I; Geary’s c; graph (search for similar items in EconPapers)
JEL-codes: C (search for similar items in EconPapers)
Date: 2024
References: View complete reference list from CitEc
Citations:
Downloads: (external link)
https://www.mdpi.com/2227-7390/12/17/2746/pdf (application/pdf)
https://www.mdpi.com/2227-7390/12/17/2746/ (text/html)
Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
HTML/Text
Persistent link: https://EconPapers.repec.org/RePEc:gam:jmathe:v:12:y:2024:i:17:p:2746-:d:1471322
Access Statistics for this article
Mathematics is currently edited by Ms. Emma He
More articles in Mathematics from MDPI
Bibliographic data for series maintained by MDPI Indexing Manager ().