NDLI: Testing spatial autocorrelation in weighted networks: the modes permutation test

Content Provider	Springer Nature Link
Author	Bavaud, François
Copyright Year	2013
Abstract	In a weighted spatial network, as specified by an exchange matrix, the variances of the spatial values are inversely proportional to the size of the regions. Spatial values are no more exchangeable under independence, thus weakening the rationale for ordinary permutation and bootstrap tests of spatial autocorrelation. We propose an alternative permutation test for spatial autocorrelation, based upon exchangeable spatial modes, constructed as linear orthogonal combinations of spatial values. The coefficients obtain as eigenvectors of the standardized exchange matrix appearing in spectral clustering and generalize to the weighted case the concept of spatial filtering for connectivity matrices. Also, two proposals aimed at transforming an accessibility matrix into an exchange matrix with a priori fixed margins are presented. Two examples (inter-regional migratory flows and binary adjacency networks) illustrate the formalism, rooted in the theory of spectral decomposition for reversible Markov chains.
Starting Page	233
Ending Page	247
Page Count	15
File Format	PDF
ISSN	14355930
Journal	Journal of Geographical Systems
Volume Number	15
Issue Number	3
e-ISSN	14355949
Language	English
Publisher	Springer-Verlag
Publisher Date	2013-04-09
Publisher Place	Berlin, Heidelberg
Access Restriction	One Nation One Subscription (ONOS)
Subject Keyword	Bootstrap Local variance Markov and semi-Markov processes Moran’s I Permutation test Spatial autocorrelation Spatial filtering Weighted networks Regional/Spatial Science Geographical Information Systems/Cartography Computer Application in Social and Behavioral Sciences Landscape/Regional and Urban Planning Quantitative Geography Simulation and Modeling
Content Type	Text
Resource Type	Article
Subject	Earth-Surface Processes Geography, Planning and Development Economics and Econometrics

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