Application of LASSO to the Eigenvector Selection Problem in Eigenvector-based Spatial Filtering

Hajime Seya, Daisuke Murakami, Morito Tsutsumi, Yoshiki Yamagata

研究成果: Article査読

21 被引用数 (Scopus)

抄録

Eigenvector-based spatial filtering is one of the often used approaches to model spatial autocorrelation among the observations or errors in a regression model. In this approach, a subset of eigenvectors extracted from a modified spatial weight matrix is added to the model as explanatory variables. The subset is typically specified via the selection procedure of the forward stepwise model, but it is disappointingly slow when the observations n take a large number. Hence, as a complement or alternative, the present article proposes the use of the least absolute shrinkage and selection operator (LASSO) to select the eigenvectors. The LASSO model selection procedure was applied to the well-known Boston housing data set and simulation data set, and its performance was compared with the stepwise procedure. The obtained results suggest that the LASSO procedure is fairly fast compared with the stepwise procedure, and can select eigenvectors effectively even if the data set is relatively large (n = 104), to which the forward stepwise procedure is not easy to apply.

本文言語English
ページ(範囲)284-299
ページ数16
ジャーナルGeographical Analysis
47
3
DOI
出版ステータスPublished - 2015 7月 1
外部発表はい

ASJC Scopus subject areas

  • 地理、計画および開発
  • 地表過程

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