IDEAS home Printed from https://ideas.repec.org/a/spr/jospat/v4y2023i1d10.1007_s43071-023-00035-0.html
   My bibliography  Save this article

Covariates impacts in spatial autoregressive models for compositional data

Author

Listed:
  • Thibault Laurent

    (University of Toulouse Capitole)

  • Christine Thomas-Agnan

    (University of Toulouse Capitole)

  • Anne Ruiz-Gazen

    (University of Toulouse Capitole)

Abstract

Spatial autoregressive models have been adapted to model data with both a geographic and a compositional nature. Interpretation of parameters in such a model is intricate. Indeed, when the model involves a spatial lag of the dependent variable, this interpretation must focus on the so-called impacts rather than on parameters and when moreover the dependent variable of this model is of a compositional nature, this interpretation should be based on elasticities or semi-elasticities. Combining the two difficulties, we provide exact formulas for the evaluation of these elasticity-based impact measures which have been only approximated so far in some applications. We also discuss their decomposition into direct and indirect impacts taking into account the compositional nature of the dependent variable. Finally, we also propose more local summary measures as exploratory tools that we illustrate on a toy data set and on real data.

Suggested Citation

  • Thibault Laurent & Christine Thomas-Agnan & Anne Ruiz-Gazen, 2023. "Covariates impacts in spatial autoregressive models for compositional data," Journal of Spatial Econometrics, Springer, vol. 4(1), pages 1-23, December.
    • Handle: RePEc:spr:jospat:v:4:y:2023:i:1:d:10.1007_s43071-023-00035-0
    DOI: 10.1007/s43071-023-00035-0
    as

    Download full text from publisher

    File URL: http://link.springer.com/10.1007/s43071-023-00035-0
    File Function: Abstract
    Download Restriction: Access to the full text of the articles in this series is restricted.
    File URL: https://libkey.io/10.1007/s43071-023-00035-0?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to look for a different version below or search for a different version of it.

    Other versions of this item:

    References listed on IDEAS

    as
    1. Thi Huong An Nguyen & Christine Thomas-Agnan & Thibault Laurent & Anne Ruiz-Gazen, 2021. "A simultaneous spatial autoregressive model for compositional data," Spatial Economic Analysis, Taylor & Francis Journals, vol. 16(2), pages 161-175, April.
    2. Thibault Laurent & Christine Thomas-Agnan & Anne Ruiz-Gazen, 2023. "Covariates impacts in spatial autoregressive models for compositional data," Journal of Spatial Econometrics, Springer, vol. 4(1), pages 1-23, December.
    3. J. Paul Elhorst & Marco Gross & Eugen Tereanu, 2021. "Cross‐Sectional Dependence And Spillovers In Space And Time: Where Spatial Econometrics And Global Var Models Meet," Journal of Economic Surveys, Wiley Blackwell, vol. 35(1), pages 192-226, February.
    4. Joanna Morais & Christine Thomas-Agnan & Michel Simioni, 2017. "Interpretation of explanatory variables impacts in compositional regression models," Working Papers hal-01563362, HAL.
    5. Thomas-Agnan, Christine & Laurent, Thibault & Ruiz-Gazen, Anne & Nguyen, T.H.A & Chakir, Raja & Lungarska, Anna, 2020. "Spatial simultaneous autoregressive models for compositional data: Application to land use," TSE Working Papers 20-1098, Toulouse School of Economics (TSE).
    6. Takahiro Yoshida & Morito Tsutsumi, 2018. "On the effects of spatial relationships in spatial compositional multivariate models," Letters in Spatial and Resource Sciences, Springer, vol. 11(1), pages 57-70, March.
    7. Kelejian, Harry H. & Prucha, Ingmar R., 2004. "Estimation of simultaneous systems of spatially interrelated cross sectional equations," Journal of Econometrics, Elsevier, vol. 118(1-2), pages 27-50.
    8. LeSage, James P. & Chih, Yao-Yu, 2016. "Interpreting heterogeneous coefficient spatial autoregressive panel models," Economics Letters, Elsevier, vol. 142(C), pages 1-5.
    9. Joanna Morais & Christine Thomas-Agnan, 2021. "Impact of covariates in compositional models and simplicial derivatives," Post-Print hal-03180682, HAL.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Dargel, Lukas & Thomas-Agnan, Christine, 2023. "Share-ratio interpretations of compositional regression models," TSE Working Papers 23-1456, Toulouse School of Economics (TSE), revised 20 Sep 2023.
    2. Thibault Laurent & Christine Thomas-Agnan & Anne Ruiz-Gazen, 2023. "Covariates impacts in spatial autoregressive models for compositional data," Journal of Spatial Econometrics, Springer, vol. 4(1), pages 1-23, December.
    3. Dargel, Lukas & Thomas-Agnan, Christine, 2024. "Pairwise share ratio interpretations of compositional regression models," Computational Statistics & Data Analysis, Elsevier, vol. 195(C).

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Dargel, Lukas & Thomas-Agnan, Christine, 2023. "Share-ratio interpretations of compositional regression models," TSE Working Papers 23-1456, Toulouse School of Economics (TSE), revised 20 Sep 2023.
    2. Elhorst, J. Paul & Emili, Silvia, 2022. "A spatial econometric multivariate model of Okun's law," Regional Science and Urban Economics, Elsevier, vol. 93(C).
    3. Dargel, Lukas & Thomas-Agnan, Christine, 2024. "Pairwise share ratio interpretations of compositional regression models," Computational Statistics & Data Analysis, Elsevier, vol. 195(C).
    4. Debarsy, Nicolas & Yang, Zhenlin, 2018. "Editorial for the special issue entitled: New advances in spatial econometrics: Interactions matter," Regional Science and Urban Economics, Elsevier, vol. 72(C), pages 1-5.
    5. Herrera Gomez Marcos & Fernández Pablo, 2023. "Regresiones SUR Espaciales. Análisis espacio-temporal del empleo sectorial en Argentina," Asociación Argentina de Economía Política: Working Papers 4660, Asociación Argentina de Economía Política.
    6. J. Paul Elhorst & Marco Gross & Eugen Tereanu, 2021. "Cross‐Sectional Dependence And Spillovers In Space And Time: Where Spatial Econometrics And Global Var Models Meet," Journal of Economic Surveys, Wiley Blackwell, vol. 35(1), pages 192-226, February.
    7. Zhongwei, Huang & Liu, Yishu, 2022. "The role of eco-innovations, trade openness, and human capital in sustainable renewable energy consumption: Evidence using CS-ARDL approach," Renewable Energy, Elsevier, vol. 201(P1), pages 131-140.
    8. Karina Acosta & Hengyu Gu, 2022. "Locked up? The development and internal migration nexus in Colombia," Documentos de Trabajo Sobre Economía Regional y Urbana 19931, Banco de la República, Economía Regional.
    9. Alexander Klemm & Stefan Parys, 2012. "Empirical evidence on the effects of tax incentives," International Tax and Public Finance, Springer;International Institute of Public Finance, vol. 19(3), pages 393-423, June.
    10. repec:rri:wpaper:200711 is not listed on IDEAS
    11. Yencha, Christopher, 2023. "Spatial heterogeneity and non-fungible token sales: Evidence from Decentraland LAND sales," Finance Research Letters, Elsevier, vol. 58(PA).
    12. Mitch Kunce, 2023. "Age Cohort Affects on U.S. State-Level Alcohol Consumption Shares: Insights Using Attraction CODA," Journal of Statistical and Econometric Methods, SCIENPRESS Ltd, vol. 12(3), pages 1-1.
    13. Gibbons, Steve & Overman, Henry G. & Patacchini, Eleonora, 2015. "Spatial Methods," Handbook of Regional and Urban Economics, in: Gilles Duranton & J. V. Henderson & William C. Strange (ed.), Handbook of Regional and Urban Economics, edition 1, volume 5, chapter 0, pages 115-168, Elsevier.
    14. Povilas Lastauskas & Eirini Tatsi, 2013. "Spatial Nexus in Crime and unemployment in Times of crisis: Evidence from Germany," Cambridge Working Papers in Economics 1359, Faculty of Economics, University of Cambridge.
    15. Badi H. Baltagi & Peter H. Egger & Michaela Kesina, 2022. "Bayesian estimation of multivariate panel probits with higher‐order network interdependence and an application to firms' global market participation in Guangdong," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(7), pages 1356-1378, November.
    16. Borsky, Stefan & Kalkschmied, Katja, 2019. "Corruption in space: A closer look at the world's subnations," European Journal of Political Economy, Elsevier, vol. 59(C), pages 400-422.
    17. Ethan Cohen‐Cole & Xiaodong Liu & Yves Zenou, 2018. "Multivariate choices and identification of social interactions," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 33(2), pages 165-178, March.
    18. Shaoling Chen & Susheng Wang & Haisheng Yang, 2015. "Spatial Competition and Interdependence in Strategic Decisions: Empirical Evidence from Franchising," Economic Geography, Clark University, vol. 91(2), pages 165-204, April.
    19. Ricardo B. Politi & Enlinson Mattos & Eric Picin, 2021. "Public input and business tax competition in local communities in Brazil," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 67(3), pages 799-824, December.
    20. Jorge Luis Casanova Ferrando, 2019. "The Airbnb Effect on theRental Market: the Case of Madrid," Studies on the Spanish Economy eee2019-34, FEDEA.
    21. Thomas de Graaff & Frank G. van Oort & Raymond J.G.M. Florax, 2012. "Regional Population–Employment Dynamics Across Different Sectors Of The Economy," Journal of Regional Science, Wiley Blackwell, vol. 52(1), pages 60-84, February.

    More about this item

    Keywords

    Elasticities; Direct impact; Local impact; Indirect impact; Semi-elasticities; Simplicial regression;
    All these keywords.

    JEL classification:

    • C10 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - General
    • C39 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Other
    • C46 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Specific Distributions
    • C65 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Miscellaneous Mathematical Tools
    • M31 - Business Administration and Business Economics; Marketing; Accounting; Personnel Economics - - Marketing and Advertising - - - Marketing
    • Q15 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Agriculture - - - Land Ownership and Tenure; Land Reform; Land Use; Irrigation; Agriculture and Environment

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:jospat:v:4:y:2023:i:1:d:10.1007_s43071-023-00035-0. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.