Essays on Spatial Econometrics

Esta dissertação concentra-se nos processos estocásticos espaciais definidos em um reticulado, os chamados modelos do tipo Cliff & Ord. Minha contribuição nesta tese consiste em utilizar aproximações de Edgeworth e saddlepoint para investigar as propriedades em amostras finitas do teste para detectar a presença de dependência espacial em modelos SAR (autoregressivo espacial), e propor uma nova classe de modelos econométricos espaciais na qual os parâmetros que afetam a estrutura da média são distintos dos parâmetros presentes na estrutura da variância do processo. Isto permite uma interpretação mais clara dos parâmetros do modelo, além de generalizar uma proposta de taxonomia feita por Anselin (2003). Eu proponho um estimador para os parâmetros do modelo e derivo a distribuição assintótica do estimador. O modelo sugerido na dissertação fornece uma interpretação interessante ao modelo SARAR, bastante comum na literatura. A investigação das propriedades em amostras finitas dos testes expande com relação a literatura permitindo que a matriz de vizinhança do processo espacial seja uma função não-linear do parâmetro de dependência espacial. A utilização de aproximações ao invés de simulações (mais comum na literatura), permite uma maneira fácil de comparar as propriedades dos testes com diferentes matrizes de vizinhança e corrigir o tamanho ao comparar a potência dos testes. Eu obtenho teste invariante ótimo que é também localmente uniformemente mais potente (LUMPI). Construo o envelope de potência para o teste LUMPI e mostro que ele é virtualmente UMP, pois a potência do teste está muito próxima ao envelope (considerando as estruturas espaciais definidas na dissertação). Eu sugiro um procedimento prático para construir um teste que tem boa potência em uma gama de situações onde talvez o teste LUMPI não tenha boas propriedades. Eu concluo que a potência do teste aumenta com o tamanho da amostra e com o parâmetro de dependência espacial (o que está de acordo com a literatura). Entretanto, disputo a visão consensual que a potência do teste diminui a medida que a matriz de vizinhança fica mais densa. Isto reflete um erro de medida comum na literatura, pois a distância estatística entre a hipótese nula e a alternativa varia muito com a estrutura da matriz. Fazendo a correção, concluo que a potência do teste aumenta com a distância da alternativa à nula, como esperado.

Extração automática de contornos de telhados de edifícios em um modelo digital de elevação, utilizando inferência Bayesiana e campos aleatórios de Markov

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Spatio-temporal patterns of tuberculosis incidence in Ribeirao Preto, State of Sao Paulo, southeast Brazil, and their relationship with social vulnerability: a Bayesian analysis

Introduction: The purpose of this ecological study was to evaluate the urban spatial and temporal distribution of tuberculosis (TB) in Ribeirao Preto, State of Sao Paulo, southeast Brazil, between 2006 and 2009 and to evaluate its relationship with factors of social vulnerability such as income and education level. Methods: We evaluated data from TBWeb, an electronic notification system for TB cases. Measures of social vulnerability were obtained from the SEADE Foundation, and information about the number of inhabitants, education and income of the households were obtained from Brazilian Institute of Geography and Statistics. Statistical analyses were conducted by a Bayesian regression model assuming a Poisson distribution for the observed new cases of TB in each area. A conditional autoregressive structure was used for the spatial covariance structure. Results: The Bayesian model confirmed the spatial heterogeneity of TB distribution in Ribeirao Preto, identifying areas with elevated risk and the effects of social vulnerability on the disease. We demonstrated that the rate of TB was correlated with the measures of income, education and social vulnerability. However, we observed areas with low vulnerability and high education and income, but with high estimated TB rates. Conclusions: The study identified areas with different risks for TB, given that the public health system deals with the characteristics of each region individually and prioritizes those that present a higher propensity to risk of TB. Complex relationships may exist between TB incidence and a wide range of environmental and intrinsic factors, which need to be studied in future research.

Spatio-temporal patterns of tuberculosis incidence in Ribeirão Preto, State of São Paulo, southeast Brazil, and their relationship with social vulnerability: a Bayesian analysis

INTRODUCTION: The purpose of this ecological study was to evaluate the urban spatial and temporal distribution of tuberculosis (TB) in Ribeirão Preto, State of São Paulo, southeast Brazil, between 2006 and 2009 and to evaluate its relationship with factors of social vulnerability such as income and education level. METHODS: We evaluated data from TBWeb, an electronic notification system for TB cases. Measures of social vulnerability were obtained from the SEADE Foundation, and information about the number of inhabitants, education and income of the households were obtained from Brazilian Institute of Geography and Statistics. Statistical analyses were conducted by a Bayesian regression model assuming a Poisson distribution for the observed new cases of TB in each area. A conditional autoregressive structure was used for the spatial covariance structure. RESULTS: The Bayesian model confirmed the spatial heterogeneity of TB distribution in Ribeirão Preto, identifying areas with elevated risk and the effects of social vulnerability on the disease. We demonstrated that the rate of TB was correlated with the measures of income, education and social vulnerability. However, we observed areas with low vulnerability and high education and income, but with high estimated TB rates. CONCLUSIONS: The study identified areas with different risks for TB, given that the public health system deals with the characteristics of each region individually and prioritizes those that present a higher propensity to risk of TB. Complex relationships may exist between TB incidence and a wide range of environmental and intrinsic factors, which need to be studied in future research.

Spatial spillovers from FDI agglomeration : evidence from the Yangtze River Delta in China

Foreign firms have clustered together in the Yangtze River Delta, and their impact on domestic firms is an important policy issue. This paper studies the spatial effect of FDI agglomeration on the regional productivity of domestic firms, using Chinese firm-level data. To identify local FDI spillovers, we estimate the causal impact of foreign firms on domestic firms in the same county and similar industries. We then estimate a spatial-autoregressive model to examine spatial spillovers from FDI clusters to other domestic firms in distant counties. Our results show that FDI agglomeration generates positive spillovers for domestic firms, which are stronger in nearby areas than in distant areas.

Modelling the influence of biotic factors on species distribution patterns

Biotic interactions can have large effects on species distributions yet their role in shaping species ranges is seldom explored due to historical difficulties in incorporating biotic factors into models without a priori knowledge on interspecific interactions. Improved SDMs, which account for biotic factors and do not require a priori knowledge on species interactions, are needed to fully understand species distributions. Here, we model the influence of abiotic and biotic factors on species distribution patterns and explore the robustness of distributions under future climate change. We fit hierarchical spatial models using Integrated Nested Laplace Approximation (INLA) for lagomorph species throughout Europe and test the predictive ability of models containing only abiotic factors against models containing abiotic and biotic factors. We account for residual spatial autocorrelation using a conditional autoregressive (CAR) model. Model outputs are used to estimate areas in which abiotic and biotic factors determine species’ ranges. INLA models containing both abiotic and biotic factors had substantially better predictive ability than models containing abiotic factors only, for all but one of the four species. In models containing abiotic and biotic factors, both appeared equally important as determinants of lagomorph ranges, but the influences were spatially heterogeneous. Parts of widespread lagomorph ranges highly influenced by biotic factors will be less robust to future changes in climate, whereas parts of more localised species ranges highly influenced by the environment may be less robust to future climate. SDMs that do not explicitly include biotic factors are potentially misleading and omit a very important source of variation. For the field of species distribution modelling to advance, biotic factors must be taken into account in order to improve the reliability of predicting species distribution patterns both presently and under future climate change.

Automatic diagnosis of liver steatosis by ultrasound using autoregressive tissue characterization

Liver steatosis is mainly a textural abnormality of the hepatic parenchyma due to fat accumulation on the hepatic vesicles. Today, the assessment is subjectively performed by visual inspection. Here a classifier based on features extracted from ultrasound (US) images is described for the automatic diagnostic of this phatology. The proposed algorithm estimates the original ultrasound radio-frequency (RF) envelope signal from which the noiseless anatomic information and the textural information encoded in the speckle noise is extracted. The features characterizing the textural information are the coefficients of the first order autoregressive model that describes the speckle field. A binary Bayesian classifier was implemented and the Bayes factor was calculated. The classification has revealed an overall accuracy of 100%. The Bayes factor could be helpful in the graphical display of the quantitative results for diagnosis purposes.

Spatio-temporal analyses of the relationship between armed conflict and climate change in the eastern Africa

Dissertation submitted in partial fulfillment of the requirements for the Degree of Master of Science in Geospatial Technologies.

Analysis and simulation of social unrest in Europe: towards understanding social unrest in Europe

Dissertation submitted in partial fulfillment of the requirements for the Degree of Master of Science in Geospatial Technologies

Instruction of haematopoietic lineage choices, evolution of transcriptional landscapes and cancer stem cell hierarchies derived from an AML1-ETO mouse model.

The t(8;21) chromosomal translocation activates aberrant expression of the AML1-ETO (AE) fusion protein and is commonly associated with core binding factor acute myeloid leukaemia (CBF AML). Combining a conditional mouse model that closely resembles the slow evolution and the mosaic AE expression pattern of human t(8;21) CBF AML with global transcriptome sequencing, we find that disease progression was characterized by two principal pathogenic mechanisms. Initially, AE expression modified the lineage potential of haematopoietic stem cells (HSCs), resulting in the selective expansion of the myeloid compartment at the expense of normal erythro- and lymphopoiesis. This lineage skewing was followed by a second substantial rewiring of transcriptional networks occurring in the trajectory to manifest leukaemia. We also find that both HSC and lineage-restricted granulocyte macrophage progenitors (GMPs) acquired leukaemic stem cell (LSC) potential being capable of initiating and maintaining the disease. Finally, our data demonstrate that long-term expression of AE induces an indolent myeloproliferative disease (MPD)-like myeloid leukaemia phenotype with complete penetrance and that acute inactivation of AE function is a potential novel therapeutic option.

Quantifying the weight of fingerprint evidence through the spatial relationship, directions and types of minutiae observed on fingermarks

This paper presents a statistical model for the quantification of the weight of fingerprint evidence. Contrarily to previous models (generative and score-based models), our model proposes to estimate the probability distributions of spatial relationships, directions and types of minutiae observed on fingerprints for any given fingermark. Our model is relying on an AFIS algorithm provided by 3M Cogent and on a dataset of more than 4,000,000 fingerprints to represent a sample from a relevant population of potential sources. The performance of our model was tested using several hundreds of minutiae configurations observed on a set of 565 fingermarks. In particular, the effects of various sub-populations of fingers (i.e., finger number, finger general pattern) on the expected evidential value of our test configurations were investigated. The performance of our model indicates that the spatial relationship between minutiae carries more evidential weight than their type or direction. Our results also indicate that the AFIS component of our model directly enables us to assign weight to fingerprint evidence without the need for the additional layer of complex statistical modeling involved by the estimation of the probability distributions of fingerprint features. In fact, it seems that the AFIS component is more sensitive to the sub-population effects than the other components of the model. Overall, the data generated during this research project contributes to support the idea that fingerprint evidence is a valuable forensic tool for the identification of individuals.

Critical analysis of autoregressive and fast Fourier transform markers of cardiovascular variability in rats and humans

The autonomic nervous system plays an important role in physiological and pathological conditions, and has been extensively evaluated by parametric and non-parametric spectral analysis. To compare the results obtained with fast Fourier transform (FFT) and the autoregressive (AR) method, we performed a comprehensive comparative study using data from humans and rats during pharmacological blockade (in rats), a postural test (in humans), and in the hypertensive state (in both humans and rats). Although postural hypotension in humans induced an increase in normalized low-frequency (LFnu) of systolic blood pressure, the increase in the ratio was detected only by AR. In rats, AR and FFT analysis did not agree for LFnu and high frequency (HFnu) under basal conditions and after vagal blockade. The increase in the LF/HF ratio of the pulse interval, induced by methylatropine, was detected only by FFT. In hypertensive patients, changes in LF and HF for systolic blood pressure were observed only by AR; FFT was able to detect the reduction in both blood pressure variance and total power. In hypertensive rats, AR presented different values of variance and total power for systolic blood pressure. Moreover, AR and FFT presented discordant results for LF, LFnu, HF, LF/HF ratio, and total power for pulse interval. We provide evidence for disagreement in 23% of the indices of blood pressure and heart rate variability in humans and 67% discordance in rats when these variables are evaluated by AR and FFT under physiological and pathological conditions. The overall disagreement between AR and FFT in this study was 43%.

Tests of Conditional Asset Pricing Models in the Brazilian Stock Market

In this paper, we test a version of the conditional CAPM with respect to a local market portfolio, proxied by the Brazilian stock index during the 1976-1992 period. We also test a conditional APT model by using the difference between the 30-day rate (Cdb) and the overnight rate as a second factor in addition to the market portfolio in order to capture the large inflation risk present during this period. The conditional CAPM and APT models are estimated by the Generalized Method of Moments (GMM) and tested on a set of size portfolios created from a total of 25 securities exchanged on the Brazilian markets. The inclusion of this second factor proves to be crucial for the appropriate pricing of the portfolios.

Asymptotic Approximations in the Near-Integrated Model with a Non-Zero Initial Condition

This paper considers various asymptotic approximations in the near-integrated firstorder autoregressive model with a non-zero initial condition. We first extend the work of Knight and Satchell (1993), who considered the random walk case with a zero initial condition, to derive the expansion of the relevant joint moment generating function in this more general framework. We also consider, as alternative approximations, the stochastic expansion of Phillips (1987c) and the continuous time approximation of Perron (1991). We assess how these alternative methods provide or not an adequate approximation to the finite-sample distribution of the least-squares estimator in a first-order autoregressive model. The results show that, when the initial condition is non-zero, Perron's (1991) continuous time approximation performs very well while the others only offer improvements when the initial condition is zero.