Clustering and classification of spatio-temporal data using spatial dynamic panel data models
Giuseppe Feo (),
Francesco Giordano (),
Sara Milito (),
Marcella Niglio () and
Maria Lucia Parrella ()
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Giuseppe Feo: University of Salerno
Francesco Giordano: University of Salerno
Sara Milito: University of Salerno
Marcella Niglio: University of Salerno
Maria Lucia Parrella: University of Salerno
Advances in Data Analysis and Classification, 2025, vol. 19, issue 2, No 5, 387-435
Abstract:
Abstract The class of Spatial Dynamic Panel Data models has been proposed in the socio-econometric literature to analyze spatio-temporal data. In this paper we consider a particular variant of such models, where the set of spatial units is assumed to be partitioned into clusters and the parameters of the model are assumed to be homogeneous within clusters and heterogeneous across clusters. For this model, assuming that the true partition is unknown, we propose a new clustering procedure and a validation test, based on a multiple testing approach, that help to choose the best configuration of model, for a given observed dataset, by estimating the optimal number of clusters and the best partition of units. The validity of the proposed procedures has been shown both theoretically and empirically, on simulated and real data, also compared to alternative methods.
Keywords: Spatial dynamic panel data models; Model selection; Spatial clustering; 62H30; 62H15; 62M30; 91B72; 62J15 (search for similar items in EconPapers)
Date: 2025
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DOI: 10.1007/s11634-024-00620-7
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