A bias in estimating urban population density functions

This paper demonstrates that because of the rules used to delineate census tracts, unweighted estimation of an urban population density function using census tract observations leads to a severe upward bias in the estimated function. A weighted estimation procedure which leads to an unbiased estimate is proposed. The paper also points out that if one computes the integral of an unbiased estimate of a density function over the area of a city, that integral is not necessarily an unbiased estimate of total population. The paper thus explains the “disturbing” empirical results concerning density functions reported by McDonald and Bowman.     

A note on urban migration in New Zealand

The purpose of this study is to develop a simple simultaneous equations model of urban migration in New Zealand. The model comprises equations explaining in-migration and out-migration, the significant explanatory variables being determined by a “backward-elimination” procedure. The results isolate the important influence of one large growth center on in-migration and out-migration rates, the significance of incomes for in-migration rates, and the effect of a geographical barrier on out-migration rates.     

A note on globalization and urban residential rents

We present evidence on the impact of international economic openness upon residential real estate, consistent with the well-known Balassa–Samuelson effect, which suggests that increasing openness raises relative prices of non-tradable goods and services. Using a data set for 46 cities in different countries, we find that urban rents are positively affected by the openness of the economy and by city size.     

A note on autoregressive error components models

The purpose of this paper is to shed some light on the asymptotic behavior of a wide class of estimators for a dynamic error components model when only the number of individuals tends to infinity, the number of time periods being kept fixed. In particular, it is shown that this asymptotic behavior is highly dependent on the assumption about the initial observations and that it offers very good approximations to the small sample behavior of the various estimators under consideration.     

A note on the maximum probability property of MLE's in multiparameter exponential families

Summary For multiparameter exponential models a short and direct proof is given that the maximum likelihood estimator is a maximum probability estimator with respect to a certain sequence of convex and bounded sets inR _(k) that are symmetric about the origin; asymptotically these sets are allowed to be unbounded.     

A note on identification of multivariate time-series models

We analyze some of the difficulties of identifying multivariate time-series models with feedback, when carried through the two-stage procedure as in Haugh-Box (1977). We find that if the procedure is simplified, as in Jenkins (1979), the identified model can be seriously misspecified. When the procedure is applied correctly, it becomes extremely complicated, as in Granger-Newbold (1977). In such cases, there is a serious risk of overparametrization. The complication is mostly caused by the underlying structure of the multivariate model for the univariate innovations which can be considerably more complicated than the multivariate time-series model of interest.     

A note on individual choice models of migration

In this paper individual probabilistic choice models are developed for the decision to migrate and the choice among alternative destinations. The models are developed to investigate how characteristics of decision makers and of alternative destinations affect choice. Several migration models in the literature (e.g., mover-stayer models) are shown to be special cases, their behavioral assumptions are made explicit, and a framework for testing these assumptions is provided.     

A note on R-optimal designs for multiresponse models

This paper considers the optimal design problem for multiresponse regression models. The $R$ -optimality introduced by Dette (J R Stat Soc B 59:97–110, 1997) for single response experiments is extended to the case of multiresponse parameter estimation. A general equivalence theorem for the $R$ -optimality is provided for multiresponse models. Illustrative examples of the $R$ -optimal designs for two multiresponse models are presented based on the general equivalence theorem.     

A note on the assumed distributions in stochastic frontier models

Stochastic frontier models all need an assumption on the distributional form of the (in)efficiency component. Generally this efficiency component is assumed to be half normally, truncated normally, or exponentially distributed. This paper shows that the exponential distribution is, just like the half normal distribution, a special case of the truncated normal distribution. Moreover, this paper discusses the implications that this finding has on estimation.     

A note on randomized response models for quantitative data

Standard randomized response (RR) models deal primarily with surveys which usually require a yes or a no response to a sensitive question, or a choice for responses from a set of nominal categories. As opposed to that, Eichhorn and Hayre (1983) have considered survey models involving a quantitative response variable and proposed an RR technique for it. Such models are very useful in studies involving a measured response variable which is highly sensitive in its nature. Eichhorn and Hayre obtained an unbiased estimate for the expectation of the quantitative response variable of interest. In this note we propose a procedure which uses a design parameter (controlled by the experimenter) that generalizes Eichhorn and Hayres results. Such a procedure yields an estimate for the desired expectation which has a uniformly smaller variance.Acknowledgements We are grateful to two referees for their valuable and constructive comments.     

A note on distortions from estimating the regional impacts of exogenous changes in output

This paper demonstrates both theoretically and empirically that when outputs instead of final demands are exogenously predetermined, the traditional Leontief final demand model overestimates economic impact, and even more so in a multiregional context. We assess this premise vis-à-vis the Leontief output model using the 2013 interregional input–output table of the Republic of Korea. We find that from a multiregional perspective the standard Leontief final demand model yields substantially biased output multipliers for Chungbuk Province.     

A note on the balancing factors of gravity models

Application of the production constrained gravity-type spatial interaction model generally incorporates a “balancing of attractions” procedure to yield the fully constrained condition. Two techniques for balancing a singly constrained gravity model are compared in this note. These are the Federal Highways Administration adjusted attraction factor method and the Furness column and row balancing procedure. This comparison shows firstly that the two techniques are identical, and secondly that the balancing procedure results in an arbitrary distortion of the calibrated distribution function. Furthermore, some empirical results show that the balancing procedure does not necessarily improve the model's predictions on a cell by cell basis. These results indicate that balancing may be an unnecessary as well as undesirable step in the application of the singly constrained gravity model.     

A note on multi-step forecasting with functional coefficient autoregressive models

This paper presents and evaluates alternative methods for multi-step forecasting using univariate and multivariate functional coefficient autoregressive (FCAR) models. The methods include a simple “plug-in” approach, a bootstrap-based approach, and a multi-stage smoothing approach, where the functional coefficients are updated at each step to incorporate information from the time series captured in the previous predictions. The three methods are applied to a series of U.S. GNP and unemployment data to compare performance in practice. We find that the bootstrap-based approach out-performs the other two methods for nonlinear prediction, and that little forecast accuracy is sacrificed using any of the methods if the underlying process is actually linear.     

A further note on the structure of gas distribution costs in urban areas

This note re-examines the issue of functional form selection in estimating the relationship between gas distribution costs and market and density variables. The study by [Guldmann, 1983], where only linear and log-linear forms were considered, is expanded by using a general functional form based on the Box-Cox transformation. The maximum-likelihood estimated forms turn out to be different from the log-linear ones previously selected, and their implications for economies of scale and density are discussed.     

A note on three-stage confidence intervals for the difference of locations: The exponential case

Fixed-width confidence intervals for the difference of location parameters of two independent negative exponential distributions are constructed via triple sampling when the scale parameters are unknown and unequal. The present three-stage estimation methodology is put forth because (i) it is operationally more convenient than the existing purely sequential counterpart, and (ii) the three-stage and the purely sequential estimation techniques have fairly similar asymptotic second-order characteristics.     

Prediction from binary choice models: A note

The results of Westin (1974) can be obtained, to a satisfactory approximation, without recourse to numerical integration. We also show how to attach a standard error to his point estimates.     

A note on strategies for bandit problems with infinitely many arms

A bandit problem consisting of a sequence of n choices (n) from a number of infinitely many Bernoulli arms is considered. The parameters of Bernoulli arms are independent and identically distributed random variables from a common distribution F on the interval [0,1] and F is continuous with F(0)=0 and F(1)=1. The goal is to investigate the asymptotic expected failure rates of k-failure strategies, and obtain a lower bound for the expected failure proportion over all strategies presented in Berry et al. (1997). We show that the asymptotic expected failure rates of k-failure strategies when 0<b1 and a lower bound can be evaluated if the limit of the ratio F(1)–F(t) versus (1–t)^b exists as t1^– for some b>0.