Konferenzbeitrag
Likelihood based inference and prediction in spatio-temporal panel count models for urban crimes
PRELIMINARY DRAFT We discuss maximum likelihood (ML) analysis for panel count data models, in which the observed counts are linked via a measurement density to a latent Gaussian process with spatial as well as temporal dynamics and random effects. For likelihood evaluation requiring high-dimensional integration we rely upon Efficient Importance Sampling (EIS). The algorithm we develop extends existing EIS implementations by constructing importance sampling densities, which closely approximate the nontrivial spatio-temporal correlation structure under dynamic spatial panel models. In order to make this high-dimensional approximation computationally feasible, our EIS implementation exploits the typical sparsity of spatial precision matrices in such a way that all the high-dimensional matrix operations it requires can be performed using computationally fast sparse matrix functions. We use the proposed sparse EIS-ML approach for an extensive empirical study analyzing the socio-demographic determinants and the space-time dynamics of urban crime in Pittsburgh, USA, between 2008 and 2013 for a panel of monthly crime rates at census-tract level.
- Language
-
Englisch
- Bibliographic citation
-
Series: Beiträge zur Jahrestagung des Vereins für Socialpolitik 2015: Ökonomische Entwicklung - Theorie und Politik - Session: Microeconometric Modelling ; No. D22-V3
- Classification
-
Wirtschaft
Statistical Simulation Methods: General
Econometrics
Single Equation Models; Single Variables: Panel Data Models; Spatio-temporal Models
- Event
-
Geistige Schöpfung
- (who)
-
Vogler, Jan
Liesenfeld, Roman
Richard, Jean-Francois
- Event
-
Veröffentlichung
- (when)
-
2015
- Handle
- Last update
- 10.03.2025, 11:43 AM CET
Data provider
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
Object type
- Konferenzbeitrag
Associated
- Vogler, Jan
- Liesenfeld, Roman
- Richard, Jean-Francois
Time of origin
- 2015
Other Objects (12)
Empirical Bayes and likelihood inference
Likelihood-free inference via classification
Lord Nicholls on the likelihood of crimes
Applied statistical inference : likelihood and Bayes
Likelihood inference in some finite mixture models
Empirical likelihood inference for monotone index model
Likelihood inference for a nonstationary fractional autoregressive model
Likelihood inference for a fractionally cointegrated vector autoregressive model
Likelihood inference for generalized integer autoregressive time series models
Likelihood-based inference for the power half-normal distribution
An investigation of irreproducibility in maximum likelihood phylogenetic inference
Empirical likelihood inference for threshold autoregressive conditional heteroscedasticity model
Empirical Bayes and likelihood inference
Likelihood-free inference via classification
Lord Nicholls on the likelihood of crimes
Applied statistical inference : likelihood and Bayes
Likelihood inference in some finite mixture models
Empirical likelihood inference for monotone index model
Likelihood inference for a nonstationary fractional autoregressive model
Likelihood inference for a fractionally cointegrated vector autoregressive model
Likelihood inference for generalized integer autoregressive time series models
Likelihood-based inference for the power half-normal distribution
An investigation of irreproducibility in maximum likelihood phylogenetic inference
Empirical likelihood inference for threshold autoregressive conditional heteroscedasticity model
Empirical Bayes and likelihood inference
Likelihood-free inference via classification
Lord Nicholls on the likelihood of crimes
Applied statistical inference : likelihood and Bayes
Likelihood inference in some finite mixture models
Empirical likelihood inference for monotone index model
Likelihood inference for a nonstationary fractional autoregressive model
Likelihood inference for a fractionally cointegrated vector autoregressive model
Likelihood inference for generalized integer autoregressive time series models
Likelihood-based inference for the power half-normal distribution
An investigation of irreproducibility in maximum likelihood phylogenetic inference