Analisis Data Produk Domestik Regional Bruto Pulau Jawa Menggunakan Pendekatan Regresi Kuantil Spasial
Article History
Submited : July 7, 2023
Published : August 4, 2023
Gross Regional Domestic Product (GRDP) often shows spatial patterns. In a spatial perspective, spatial effects consist of of spatial dependence and spatial heterogeneity. To address the problems, this study uses spatial autoregressive quantile regression/SARQR model. SARQR is a method that combines Spatial Autoregressive (SAR) modeling with quantile regression. There are two methods that can be used to estimate the parameters of the SARQR model, namely Two Stage Quantile Regression (2SQR) and Instrumental Variable Quantile Regression (IVQR). The simulation results showed that IVQR method is better than 2SQR method. IVQR provides a smaller value and variance of bias. Furthermore, IVQR method is applied to Java’s GRDP data on 2019. The results showed that the number of workers significantly influences Java’s GRDP. The highest quantile verification skill score (QVSS) value is 0.713 when τ =0.75. It means that in the 75% quantile modeling, the model can describe the GRDP diversity of 71.3%.
References
- Koenker, R., Basset, G. Regression Quantile. Econometrica, 46(1):33-50, 1978.
- Bivand, R. S., Gómez-Rubio, V., & Rue, H. Approximate Bayesian inference for spatial econometrics models. Spatial Statistics, 9: 146–165, 2014.
- Trzpiot, G., Orwat-Acedańska, A. Spatial quantile regression in analysis of mortality. Acta Universitatis Lodziensis. Folia Oeconomica, 5(325):181-196, 2016.
- Yu, T., Gao, F., Liu, X., & Tang, J. A Spatial Autoregressive Quantile Regression to Examine Quantile Effects of Regional Factors on Crash Rates. Sensors 22. 5. 2022.
- Febriyanti, A. Penerapan Regresi Kuantil Spasial Otoregresif untuk Data Produk Domestik Regional Bruto (Studi Kasus: 113 Kabupaten/Kota di Pulau Jawa Tahun 2010). Bogor: IPB University. 2015.
- Ramadhini, F. Pemodelan Regresi Spasial Autoregresif dengan Heteroskedastik Menggunakan Pendekatan Bayes. Bogor: IPB University. 2019.
- Wigena, A. H., Djuraidah, A. Quantile Regression in Statistical Downscaling to Estimate Extreme Monthly Rainfall. Science Journal of Applied Mathematics and Statistics, 2(3):66-70, 2014.
- Anselin, L., Spatial Econometrics: Methods and Models. Dordrecht: Kluwer Academic Publishers. 1988.
- Kostov, P. A. Spatial Quantile Regression Hedonic Model of Agricultural Land Prices. Spatial Economic Analysis, 4(1): 53-72, 2009.
- Kim, T. H., Muller, C. Two-Stage Quantile Regression When The First Stage is Based on Quantile Regression. Econometrics Journal, 7: 218-231, 2004.
- Chernozhukov, V. & Hansen, C. Instrumental quantile regression inference for structural and treatment effect models. Journal of Econometrics. Vol. 132, issue 2, 491-525, 2006.
- Arraiz, I., Drukker, D. M., Kelejian, H. H., Prucha, I. R. A spatial cliff-ord-type model with heteroskedastic innovations: small and large sample results. J Reg Sci, 50(2):592–614, 2010.
- Yanuar, F., Hasnah, L., Devianto, D. The Simulation Study to Test The Performance of Quantile Regression Method with Heteroscedastic Error Variance. CAUCHY-Jurnal Matematika Murni dan Aplikasi, 5(1): 36-41, 2017.
- Friederichs, P., Hense, A. Statistical Downscaling of Extreme Precipitation Events Using Censored Quantile Regression. American Meteorological Society Journal, 135(6): 2365–2378, 2006.
- Berenson, M. L., Levine, D. M., & Krehbiel, T. C. Basic Business Statistics Concept and Aplication 12 th Edition. Pretince Hall. 2012.
Downloads
Download data is not yet available.
Fulltext