Seleccion de modelos espacio-temporales con datos de panel en matlab y r

Patricia Carracedo Garnateo; Ana María Debón Aucejo

Ayuda

Seleccion de modelos espacio-temporales con datos de panel en matlab y r

PATRICIA CARRACEDO ^[1] ; Ana Debón ^[1]
1. [1] Universidad Politécnica de Valencia
  
  Universidad Politécnica de Valencia
  
  Valencia, España
Localización: Rect@: Revista Electrónica de Comunicaciones y Trabajos de ASEPUMA, ISSN-e 1575-605X, Vol. 18, Nº. 2, 2017, págs. 93-118
Idioma: español
DOI: 10.24309/recta.2017.18.2.01
Enlaces
- Texto completo (pdf)
Resumen
- español
  El imparable interes en la econometra espacial, las novedosas tecnicas estadsticas, la mayor disponibilidad de datos de panel y los avances en la tecnologa de software han dado lugar al desarrollo de nuevos paquetes para modelar la dependencia espacial y temporal en un panel de datos. El objetivo de este trabajo es seleccionar el mejor modelo espacio-temporal con datos de panel utilizando dos softwares:
  
  MATLAB y R para su posterior comparacion. La metodologa estadstica empleada tiene en cuenta las relaciones de vecindad entre las unidades espaciales a lo largo del tiempo. Los modelos nalmente seleccionados se validaron mediante dos medidas de bondad de ajuste: el coe ciente de determinacion y la varianza residual. Ademas, sus coe cientes se interpretaron incluyendo los efectos directos e indirectos (spillover espacial). El panel de datos utilizado se corresponde con la mortalidad de 26 pases europeos durante el periodo 1990-2009.
- English
  The unstoppable interest in spatial econometrics, new statistical techniques, increased availability of panel data and advances in software technology have led to development of new packages for modeling spatio-temporal dependence in a panel of data. The objective of this paper is to select the best spatio-temporal panel data model using two software packages: MATLAB and R for further comparison.
  
  The statistical methodology used takes into account the neighborhood relations between the spatial units over time. The models nally selected were validated by two measures of goodness of t: the coecient of determination and the residual variance. In addition, their coecients were interpreted including direct and indirect e ects (spatial spillover). The data panel used corresponds to the mortality of 26 European countries for the period 1990-2009.
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