Journal
ECONOMIC MODELLING
Volume 29, Issue 6, Pages 2615-2620Publisher
ELSEVIER SCIENCE BV
DOI: 10.1016/j.econmod.2012.08.015
Keywords
Mixed geographically weighted regression; Constrained estimators; Two-step estimation; Linear constraints; Generalized F test
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Mixed geographically weighted regression (MGWR) model is a useful technique to explore spatial nonstationarity by allowing that some coefficients of the explanatory variables are constant and others are spatially varying, but its estimation and inference have not been systematically studied. This paper is concerned with estimation and testing of the model when there are certain linear constraints on the elements of constant coefficients. We propose a constrained two-step technique for estimating the constant coefficients and spatial varying coefficients, and develop a test procedure for the validity of the linear constraints. Finally, some simulations are conducted to examine the performance of our proposed procedure and the results are satisfactory. (C) 2012 Elsevier B.V. All rights reserved.
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