摘要

This study develops a spatially varying coefficient model by extending the random effects eigenvector spatial filtering model. The developed model has the following properties: its spatially varying coefficients are defined by a linear combination of the eigenvectors describing the Moran coefficient; each of its coefficients can have a different degree of spatial smoothness; and it yields a variant of a Bayesian spatially varying coefficient model. Moreover, parameter estimation of the model can be executed with a relatively small computational burden. Results of a Monte Carlo simulation reveal that our model outperforms a conventional eigenvector spatial filtering (ESF) model and geographically weighted regression (GWR) models in terms of the accuracy of the coefficient estimates and computational time. We empirically apply our model to the hedonic land price analysis of flood hazards in Japan.

  • 出版日期2017-2