Verfahren zur Überwachung räumlicher autoregressiver Prozesse mit externen Regressoren = Statistical surveillance of spatial autoregressive processes with exogenous regressors

Garthoff, R. and Otto, P. (2018) Verfahren zur Überwachung räumlicher autoregressiver Prozesse mit externen Regressoren = Statistical surveillance of spatial autoregressive processes with exogenous regressors. AStA Wirtschafts- und Sozialstatistisches Archiv, 12(2), pp. 107-133. (doi: 10.1007/s11943-018-0224-1)

Abstract

This paper deals with statistical process control of spatial autoregressive models with exogenous regressors. The main purpose is the extension of conventional methods of process control in time series analysis. These approaches are modified for applications of spatial monitoring. The method is illustrated by an example of social statistics dealing with natural as well as spatial population change regarding administrative districts of Germany. Via factor analysis latent variables are identified based on manifest variables, because independent factors are needed for the following analysis. Afterwards, the considered regions are divided into groups via cluster analysis. The results of cluster analysis helps to find a specific region of one cluster that is used for in-control estimation. The previously mentioned model is fitted to factor scores using the generalized method of moments. Multivariate control charts based on either exponential smoothing or cumulative sum are used to evaluate full-sample data regarding their control situation. Accordingly, we propose different approaches to sort the regions to be monitored. Eventually, the modified charts signalize structural changes regarding the model based on in-control data without permanent re-estimation.

• Item Type: Articles
• Status: Published
• Refereed: Yes
• Glasgow Author(s) Enlighten ID: Otto, Dr Philipp
• Authors: Garthoff, R., and Otto, P.
• College/School: College of Science and Engineering > School of Mathematics and Statistics > Statistics
• Journal Name: AStA Wirtschafts- und Sozialstatistisches Archiv
• Publisher: Springer
• ISSN: 1863-8155
• ISSN (Online): 1863-8163