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Spatial dependent data frequently occur in many fields such as spatial econometrics and epidemiology. To deal with the dependence of variables and estimate quantile-specific effects by covariates, spatial quantile autoregressive models…

Methodology · Statistics 2021-11-16 Ping Dong , Jiawei Hou , Yunquan Song

In this paper, we focus on the model specification problem in multivariate spatial econometric models when a candidate set for the spatial weights matrix is available. We propose a model selection method for the multivariate spatial…

Methodology · Statistics 2025-09-09 Xin Miao , Fang Fang , Xuening Zhu , Hansheng Wang

This paper studies state-dependent local projections (LPs). First, I establish a general characterization of their estimand: under minimal assumptions, state-dependent LPs recover weighted averages of causal effects. This holds for…

Econometrics · Economics 2026-01-06 Valentin Winkler

We consider the problem of spatially dependent areal data, where for each area independent observations are available, and propose to model the density of each area through a finite mixture of Gaussian distributions. The spatial dependence…

Methodology · Statistics 2021-06-09 Mario Beraha , Matteo Pegoraro , Riccardo Peli , Alessandra Guglielmi

The estimation of regression parameters in spatially referenced data plays a crucial role across various scientific domains. A common approach involves employing an additive regression model to capture the relationship between observations…

Statistics Theory · Mathematics 2024-03-29 David Bolin , Jonas Wallin

In clinical settings, we often face the challenge of building prediction models based on small observational data sets. For example, such a data set might be from a medical center in a multi-center study. Differences between centers might…

Environmental data may be "large" due to number of records, number of covariates, or both. Random forests has a reputation for good predictive performance when using many covariates with nonlinear relationships, whereas spatial regression,…

Applications · Statistics 2018-12-27 Eric W. Fox , Jay M. Ver Hoef , Anthony R. Olsen

In this paper we propose a semiparametric spatial autoregressive model that combines a linear covariate component with a nonparametrically estimated spatial term, allowing flexible dependence modeling without restrictive covariance…

Methodology · Statistics 2026-04-30 Rodrigo García Arancibia , Pamela Llop , Mariel Lovatto

Additive regression models are actively researched in the statistical field because of their usefulness in the analysis of responses determined by non-linear relationships with multivariate predictors. In this kind of statistical models,…

Applications · Statistics 2018-03-14 German A. Schnaidt Grez , Brani Vidakovic

We propose a series-based nonparametric specification test for a regression function when data are spatially dependent, the `space' being of a general economic or social nature. Dependence can be parametric, parametric with increasing…

Econometrics · Economics 2022-08-30 Abhimanyu Gupta , Xi Qu

Conditional autoregressive (CAR) models are commonly used to capture spatial correlation in areal unit data, and are typically specified as a prior distribution for a set of random effects, as part of a hierarchical Bayesian model. The…

Applications · Statistics 2012-05-17 Duncan Lee , Richard Mitchell

Incomplete covariate vectors are known to be problematic for estimation and inferences on model parameters, but their impact on prediction performance is less understood. We develop an imputation-free method that builds on a random…

Methodology · Statistics 2024-05-31 Matthew J. Heiner , Garritt L. Page , Fernando Andrés Quintana

It is no secret that statistical modelling often involves making simplifying assumptions when attempting to study complex stochastic phenomena. Spatial modelling of extreme values is no exception, with one of the most common such…

Applications · Statistics 2025-05-05 Lydia Kakampakou , Emma S. Simpson , Jennifer L. Wadsworth

This paper focuses on the estimation of distributional treatment effects in randomized experiments that use covariate-adaptive randomization (CAR). These include designs such as Efron's biased-coin design and stratified block randomization,…

Econometrics · Economics 2025-06-09 Undral Byambadalai , Tomu Hirata , Tatsushi Oka , Shota Yasui

Principled decision making in emergency response management necessitates the use of statistical models that predict the spatial-temporal likelihood of incident occurrence. These statistical models are then used for proactive stationing…

Machine Learning · Computer Science 2021-06-16 Sayyed Mohsen Vazirizade , Ayan Mukhopadhyay , Geoffrey Pettet , Said El Said , Hiba Baroud , Abhishek Dubey

Treatment effects in a wide range of economic, environmental, and epidemiological applications often vary across space, and understanding the heterogeneity of causal effects across space and outcome quantiles is a critical challenge in…

Methodology · Statistics 2025-09-03 Yan Gong , Reetam Majumder , Brian J. Reich , Raphaël Huser

The issue of estimating residual variance in regression models has experienced relatively little attention in the machine learning community. However, the estimate is of primary interest in many practical applications, e.g. as a primary…

Statistics Theory · Mathematics 2018-12-18 Burim Ramosaj , Markus Pauly

Spatial models for areal data are often constructed such that all pairs of adjacent regions are assumed to have near-identical spatial autocorrelation. In practice, data can exhibit dependence structures more complicated than can be…

Methodology · Statistics 2024-07-04 Michael F. Christensen , Peter D. Hoff

A partially linear probit model for spatially dependent data is considered. A triangular array setting is used to cover various patterns of spatial data. Conditional spatial heteroscedasticity and non-identically distributed observations…

Methodology · Statistics 2018-03-13 Ahmed , Dabo

Researchers in urban and regional studies increasingly deal with spatial data that reflects geographic location and spatial relationships. As a framework for dealing with the unique nature of spatial data, various spatial regression models…

Econometrics · Economics 2025-06-17 Michael Balzer