Topics in Spatial Econometrics - With Applications to House Prices

Topics in Spatial Econometrics — With Applications to House Prices Spatial effects in data occur when geographical closeness of observations influences the relation between the observations. When two points on a map are close to each other, the observed values on a variable at those points tend to be similar. The further away the two points are from each other, the less similar the observed values tend to be. Recent technical developments, geographical information systems (GIS) and global positioning systems (GPS) have brought about a renewed interest in spatial matters. For instance, it is possible to observe the exact location of an observation and combine it with other characteristics. Spatial econometrics integrates spatial aspects into econometric models and analysis. The thesis concentrates mainly on methodological issues, but the findings are illustrated by empirical studies on house price data. The thesis consists of an introductory chapter and four essays. The introductory chapter presents an overview of topics and problems in spatial econometrics. It discusses spatial effects, spatial weights matrices, especially k-nearest neighbours weights matrices, and various spatial econometric models, as well as estimation methods and inference. Further, the problem of omitted variables, a few computational and empirical aspects, the bootstrap procedure and the spatial J-test are presented. In addition, a discussion on hedonic house price models is included. In the first essay a comparison is made between spatial econometrics and time series analysis. By restricting the attention to unilateral spatial autoregressive processes, it is shown that a unilateral spatial autoregression, which enjoys similar properties as an autoregression with time series, can be defined. By an empirical study on house price data the second essay shows that it is possible to form coordinate-based, spatially autoregressive variables, which are at least to some extent able to replace the spatial structure in a spatial econometric model. In the third essay a strategy for specifying a k-nearest neighbours weights matrix by applying the spatial J-test is suggested, studied and demonstrated. In the final fourth essay the properties of the asymptotic spatial J-test are further examined. A simulation study shows that the spatial J-test can be used for distinguishing between general spatial models with different k-nearest neighbours weights matrices. A bootstrap spatial J-test is suggested to correct the size of the asymptotic test in small samples.

Practical Proposals for Specifying k-Nearest Neighbours Weights Matrices

In this article we introduce and evaluate testing procedures for specifying the number k of nearest neighbours in the weights matrix of spatial econometric models. The spatial J-test is used for specification search. Two testing procedures are suggested: an increasing neighbours testing procedure and a decreasing neighbours testing procedure. Simulations show that the increasing neighbours testing procedures can be used in large samples to determine k. The decreasing neighbours testing procedure is found to have low power, and is not recommended for use in practice. An empirical example involving house price data is provided to show how to use the testing procedures with real data.

Entwicklung und experimentelle Regelung eines servopneumatischen räumlichen Mehrachsenprüfstands

In dieser Arbeit wurde ein räumlich bewegter pneumatischer Mehrachsenprüfstand als spezielle mechanische Variante eines Parallelroboters entwickelt, im Labor aufgebaut und in Rechnersimulationen sowie in Laborexperimenten regelungstechnisch untersucht. Für diesen speziellen Parallelroboter MAP-RTS-6 wurden Regelalgorithmen, die mittels moderner Verfahren der linearen und nichtlinearen Regelungstheorie abgeleitet wurden, hinsichtlich ihrer praktischen Anwendbarkeit, Echtzeitfähigkeit und Qualität entwickelt, implementiert und überprüft. Mit diesen Regelalgorithmen ist der MAP-RTS-6 in der Lage, große räumliche Transienten schnell und präzise nachzufahren. Der MAP-RTS-6 wird in erster Linie als räumlicher Bewegungsmanipulator für große nichtlineare Transienten (Translationen und Rotationen), als räumlicher Vibrationsprüfstand für starre und flexible Prüfkörper unterschiedlicher Konfigurationen und als Mechanismus für die Implementierung und experimentelle Überprüfung unterschiedlicher Regelungs- und Identifikationsalgorithmen und Sicherheitskonzepte verwendet. Die Voraussetzung zum Betrieb des Mehrachsenprüfstands für unterschiedliche redundante Antriebskonfigurationen mit sieben und acht Antrieben MAP-RTS-7 und MAP-RTS-8 wurde in dieser Arbeit geschaffen. Dazu zählen die konstruktive Vorbereitung der Prüfstandsmechanik und Pneumatik zum Anschluss weiterer Antriebe, die Vorbereitung zusätzlicher I/O-Schnittstellen zur Prüfstandselektronik und zum Regelungssystem und die Ableitung von Algorithmen zur analytischen Arbeitsraumüberwachung für redundante Antriebskonfigurationen mit sieben und acht Antrieben.

Álcool e comportamento: efeitos na aprendizagem e memória

Excessive alcohol consumption is responsible for many harmful effects on individuals and society. Despite years of research, the mechanisms by which alcohol affects neurological functions and the exact causes of cognitive impairment related to long-term use are unknown. In this sense, this master study proposed to observe how different doses of alcohol affect the addiction response and the learning ability of two fish species: Betta splendens and Danio rerio, the latter a commonly model due to organizational and functional characteristics shared with mammals. For this, different concentrations of ethanol (0%, 0.1%, 0.25%, 1% and 1.5%) were used in acute, chronic and withdrawal treatments. We tested the fish in three experimental protocols: 1) alcohol addiction potential using conditioned place preference, 2) associative conditioning using light as unconditioned stimulus and food as conditioned stimulus and 3) spatial learning using a maze without cues. For the alcohol addiction potential, preference between two different places in a shuttle box was tested before and after alcohol exposure (chronic and acute). In this test, the animals intoxicated by 0.1% did not change behavior, while animals receiving 1% and 1.5% alcohol changed the initial preference to the side where they received alcohol For the associative conditioning, the results show that the groups undergoing low dose (0.1%), both in chronic and withdrawal treatment, learned the task faster than control; groups under 0.25 and 1% alcohol withdrawal learned the task after control; groups chronically intoxicated with these doses did not learn the task. For the spatial learning test, fish submitted to acute and chronic treatments decreased the time to exit the maze; there were significant differences in the animal s performance in a dose-dependent pattern. This difference was not observed for the withdrawal treatment. Given these results, we conclude that the effects of alcohol on learning are dependent on the dosage. Furthermore, low doses of alcohol seem to maximize animal performance on learning tasks and do not alter their seeking behavior, while higher doses induced addition and hinder learning

Enriquecimento ambiental reduz as alterações astrocitárias e a progressão da doença prion em modelo murino: ensaios morfométricos, estereológicos e comportamentais

Já está bem estabelecido que um estilo de vida sedentário é fator de risco para uma série de doenças crônicas, dentre elas a doença de Alzheimer. A neuropatologia da doença de Alzheimer é caracterizada por depósitos amilóides, perda neuronal, gliose reativa e vacuolização da neurópila. A doença príon tem sido amplamente utilizada como modelo experimental para estudar aspectos celulares e moleculares da neurodegeneração crônica em muito semelhante àquela descrita na doença de Alzheimer. O ambiente empobrecido das gaiolas padrão de laboratório tem sido usado para mimetizar um estilo de vida sedentário enquanto que o ambiente enriquecido tem sido empregado para mimetizar um estilo de vida ativo. Para testar a hipótese de que o ambiente enriquecido pode contribuir para desacelerar o curso temporal da neurodegeneração crônica associada à doença príon em modelo murino induzimos a doença príon em vinte camundongos fêmeas da variedade suíça albina que tinham sido alojadas aos seis meses de idade em ambiente enriquecido (EE) ou em ambiente padrão (SE) durante cinco meses. Após esse peródo foram realizadas cirurgias para injeção estereotáxica intracerebral bilateral de homogendao de cérebro de camundongo normal (NBH, n=10) ou de camundongo com sinais clínicos de doença príon terminal (ME7, n=10). Os animais foram devolvidos as suas gaiolas e condições de alojamento originais formando os seguintes grupos experimentais: NBH SE=5, NBH EE=5, ME7 SE=5, ME7 EE=5. Após três semanas foi iniciado teste semanal empregando o burrowing, uma tarefa sensível ao dano hipocampal e 18 semanas após as inoculações realizou-se os testes de memória de reconhecimento de objetos. Encerrados os testes sacrificou-se os animais realizando-se o processamento histológico do tecido nervoso visando a imunomarcação astrocítica das áreas de interesse. A redução progressiva da atividade de burrowing teve início na décima terceira semana pós injeção no grupo ME7 SE e somente na décima quinta semana no grupo ME7 EE. A habilidade de reconhecer o objeto deslocado no teste de memória espacial foi comprometida no grupo ME7 SE, mas se manteve normal nos demais grupos experimentais. O teste de discriminação entre o objeto novo e o familiar não revelou alterações. As análises quantitativas sem viés dos astrócitos imunomarcados para proteína fibrilar ácida (GFAP) foram realizadas no stratum radiatum de CA3 e na camada polimórfica do giro denteado dorsal. As estimativas estereológicas do número total de astrócitos e do volume do corpo celular revelaram que em CA3 somente ocorre hipertrofia dos corpos celulares em animais dos grupos ME7 SE e ME7 EE em relação aos respectivos controles, sendo o volume médio dos corpos celulares do grupo ME7 EE menor que aquele do grupo ME7 SE. Na camada polimórfica houve significativo aumento do número de astrócitos no grupo ME7 SE em relação ao NBH SE e do grupo NBH EE em relação ao NBH SE. O volume do corpo celular também foi significativamente maior nos grupos ME7 em relação aos respectivos controles dos grupos NBH. As análises morfométricas tridimensionais revelaram importante aumento de volume e área de superfície dos segmentos das árvores astrocíticas nos grupos doentes em comparação aos controles. O enriquecimento ambiental reduziu o aumento de volume dos ramos observado no grupo ME7 e aumentou o número de intersecções dos ramos distais no grupo NBH EE em relação ao NBH SE e nos ramos proximais no grupo ME7 EE em relação ao ME7 SE. O emprego da análise de cluster e discriminante permitiu a identificação dos parâmetros morfométricos que mais contribuíram para a distinção entre os grupos. Para testar a hipótese de existirem subfamílias de astrócitos morfologicamente distintos dentro de cada grupo experimental, foi realizada análise de conglomerados que resultou na formação de duas famílias distintas no grupo NBH SE, três famílias nos grupos NBH EE e ME7 EE e quatro famílias no grupo ME7 SE. As bases celulares e moleculares que conduzem a formação de novas famílias de astrócitos e a neuroproteção associada ao ambiente enriquecido que diminui a velocidade de progressão da doença permanecem por serem investigadas.

Goal orientation, ability and task performance: A moderated analysis

Achievement goal orientation represents an individual's general approach to an achievement situation, and has important implications for how individuals react to novel, challenging tasks. However, theorists such as Yeo and Neal (2004) have suggested that the effects of goal orientation may emerge over time. Bell and Kozlowski (2002) have further argued that these effects may be moderated by individual ability. The current study tested the dynamic effects of a new 2x2 model of goal orientation (mastery/performance x approach/avoidance) on performance on a simulated air traffic control (ATC) task, as moderated by dynamic spatial ability. One hundred and one first-year participants completed a self-report goal orientation measure and computerbased dynamic spatial ability test and performed 30 trials of an ATC task. Hypotheses were tested using a two-level hierarchical linear model. Mastery-approach orientation was positively related to task performance, although no interaction with ability was observed. Performance-avoidance orientation was negatively related to task performance; this association was weaker at high levels of ability. Theoretical and practical implications will be discussed.

Quantifying rock fabrics: a test of autocorrelation of the spatial distribution of cristals

A novel test of spatial independence of the distribution of crystals or phases in rocks based on compositional statistics is introduced. It improves and generalizes the common joins-count statistics known from map analysis in geographic information systems. Assigning phases independently to objects in RD is modelled by a single-trial multinomial random function Z(x), where the probabilities of phases add to one and are explicitly modelled as compositions in the K-part simplex SK. Thus, apparent inconsistencies of the tests based on the conventional joins{count statistics and their possibly contradictory interpretations are avoided. In practical applications we assume that the probabilities of phases do not depend on the location but are identical everywhere in the domain of de nition. Thus, the model involves the sum of r independent identical multinomial distributed 1-trial random variables which is an r-trial multinomial distributed random variable. The probabilities of the distribution of the r counts can be considered as a composition in the Q-part simplex SQ. They span the so called Hardy-Weinberg manifold H that is proved to be a K-1-affine subspace of SQ. This is a generalisation of the well-known Hardy-Weinberg law of genetics. If the assignment of phases accounts for some kind of spatial dependence, then the r-trial probabilities do not remain on H. This suggests the use of the Aitchison distance between observed probabilities to H to test dependence. Moreover, when there is a spatial uctuation of the multinomial probabilities, the observed r-trial probabilities move on H. This shift can be used as to check for these uctuations. A practical procedure and an algorithm to perform the test have been developed. Some cases applied to simulated and real data are presented. Key words: Spatial distribution of crystals in rocks, spatial distribution of phases, joins-count statistics, multinomial distribution, Hardy-Weinberg law, Hardy-Weinberg manifold, Aitchison geometry

Spatial offset of test field elements from surround elements affects the strength of motion aftereffects

Static movement aftereffects (MAEs) were measured after adaptation to vertical square-wave luminance gratings drifting horizontally within a central window in a surrounding stationary vertical grating. The relationship between the stationary test grating and the surround was manipulated by varying the alignment of the stationary stripes in the window and those in the surround, and the type of outline separating the window and the surround [no outline, black outline (invisible on black stripes), and red outline (visible throughout its length)]. Offsetting the stripes in the window significantly increased both the duration and ratings of the strength of MAEs. Manipulating the outline had no significant effect on either measure of MAE strength. In a second experiment, in which the stationary test fields alone were presented, participants judged how segregated the test field appeared from its surround. In contrast to the MAE measures, outline as well as offset contributed to judged segregation. In a third experiment, in which test-stripe offset wits systematically manipulated, segregation ratings rose with offset. However, MAE strength was greater at medium than at either small or large (180 degrees phase shift) offsets. The effects of these manipulations on the MAE are interpreted in terms of a spatial mechanism which integrates motion signals along collinear contours of the test field and surround, and so causes a reduction of motion contrast at the edges of the test field.

The spatial distribution of carbon dioxide in an environmental test chamber

The spatial distribution of CO2 level in a classroom carried out in previous field work research has demonstrated that there is some evidence of variations in CO2 concentration in a classroom space. Significant fluctuations in CO2 concentration were found at different sampling points depending on the ventilation strategies and environmental conditions prevailing in individual classrooms. However, how these variations are affected by the emitting sources and the room air movement remains unknown. Hence, it was concluded that detailed investigation of the CO2 distribution need to be performed on a smaller scale. As a result, it was decided to use an environmental chamber with various methods and rates of ventilation, for the same internal temperature and heat loads, to study the effect of ventilation strategy and air movement on the distribution of CO2 concentration in a room. The role of human exhalation and its interaction with the plume induced by the body's convective flow and room air movement due to different ventilation strategies were studied in a chamber at the University of Reading. These phenomena are considered to be important in understanding and predicting the flow patterns in a space and how these impact on the distribution of contaminants. This paper attempts to study the CO2 dispersion and distribution at the exhalation zone of two people sitting in a chamber as well as throughout the occupied zone of the chamber. The horizontal and vertical distributions of CO2 were sampled at locations with a probability that CO2 variation is considered high. Although the room size, source location, ventilation rate and location of air supply and extract devices all can have influence on the CO2 distribution, this article gives general guidelines on the optimum positioning of CO2 sensor in a room.

Comparison of ultrafine particle release from hardcopy devices in emission test chambers and office rooms

The release of ultrafine particles (UFP) from laser printers and office equipment was analyzed using a particle counter (FMPS; Fast Mobility Particle Sizer) with a high time resolution, as well as the appropriate mathematical models. Measurements were carried out in a 1 m³ chamber, a 24 m³ chamber and an office. The time-dependent emission rates were calculated for these environments using a deconvolution model, after which the total amount of emitted particles was calculated. The total amounts of released particles were found to be independent of the environmental parameters and therefore, in principle, they were appropriate for the comparison of different printers. On the basis of the time-dependent emission rates, “initial burst” emitters and constant emitters could also be distinguished. In the case of an “initial burst” emitter, the comparison to other devices is generally affected by strong variations between individual measurements. When conducting exposure assessments for UFP in an office, the spatial distribution of the particles also had to be considered. In this work, the spatial distribution was predicted on a case by case basis, using CFD simulation.

Learning to think spatially : what do students 'see' in numeracy test items?

Learning to think spatially in mathematics involves developing proficiency with graphics. This paper reports on 2 investigations of spatial thinking and graphics. The first investigation explored the importance of graphics as 1 of 3 communication systems (i.e. text, symbols, graphics) used to provide information in numeracy test items. The results showed that graphics were embedded in at least 50 % of test items across 3 year levels. The second investigation examined 11 – 12-year-olds’ performance on 2 mathematical tasks which required substantial interpretation of graphics and spatial thinking. The outcomes revealed that many students lacked proficiency in the basic spatial skills of visual memory and spatial perception and the more advanced skills of spatial orientation and spatial visualisation. This paper concludes with a reaffirmation of the importance of spatial thinking in mathematics and proposes ways to capitalize on graphics in learning to think spatially.

Simplified method for including spatial correlations in mean-field approximations

Biological systems involving proliferation, migration and death are observed across all scales. For example, they govern cellular processes such as wound-healing, as well as the population dynamics of groups of organisms. In this paper, we provide a simplified method for correcting mean-field approximations of volume-excluding birth-death-movement processes on a regular lattice. An initially uniform distribution of agents on the lattice may give rise to spatial heterogeneity, depending on the relative rates of proliferation, migration and death. Many frameworks chosen to model these systems neglect spatial correlations, which can lead to inaccurate predictions of their behaviour. For example, the logistic model is frequently chosen, which is the mean-field approximation in this case. This mean-field description can be corrected by including a system of ordinary differential equations for pair-wise correlations between lattice site occupancies at various lattice distances. In this work we discuss difficulties with this method and provide a simplication, in the form of a partial differential equation description for the evolution of pair-wise spatial correlations over time. We test our simplified model against the more complex corrected mean-field model, finding excellent agreement. We show how our model successfully predicts system behaviour in regions where the mean-field approximation shows large discrepancies. Additionally, we investigate regions of parameter space where migration is reduced relative to proliferation, which has not been examined in detail before, and our method is successful at correcting the deviations observed in the mean-field model in these parameter regimes.