Peer Pressure and Harmful Use of Alcohol in Thailand: A Spatial Autoregressive Model Application

Due to peer pressure playing a crucial role in the decision to drink,people who have a more fragile temperament might be expected to be at higher risk.Moreover,many studies have investigated the influence of peer pressure on alcohol consumption,but few have examined the relationship between heavy drinking and peer pressure via a spatial autoregressive model(SAR)in low/middle-income countries,such as Thailand.This paper investigated the connection between heavy drinkers over the age of 15 years who drink more than or equal to 60 grams of unmixed alcohol at least once per month based on the Thai Survey of Cigarette Smoking and Alcoholic Drinking Behavior,2014.Further,the drinkers were assumed to socialize with two peer groups:immediate family and close friends.Our paper considered a SAR model because SAR can overcome the reflection problem encountered using a linear-in-means model and the correlated effect problem found with hierarchical models.The mainfinding was the discovery of a significant and positive peer effect on alcohol consumption among heavy drinkers.In addition,there was evidence of education having an effect,but no evidence of income affecting on alcohol consumption.Specifically,a higher level of education was linked with lower levels of alcohol consumption.The results not only help us to understand the peer effect and alcohol consumption behavior,but policymakers can also apply peer effect-based strategies to formulate effective policies to decrease the alcohol consumption rate in Thailand.

Modeling groundwater nitrate concentrations using spatial and non-spatial regression models in a semi-arid environment

Nitrate nitrogen(NO_(3)^(-)N)from agricultural activities and in industrial wastewater has become the main source of groundwater pollution,which has raised widespread concerns,particularly in arid and semi-arid river basins with little water that meets relevant standards.This study aimed to investigate the performance of spatial and non-spatial regression models in modeling nitrate pollution in a semi-intensive farming region of Iran.To perform the modeling of the groundwater's NO_(3)^(-)N concentration,both natural and anthropogenic factors affecting groundwater NO_(3)^(-)N were selected.The results of Moran's I test showed that groundwater nitrate concentration had a significant spatial dependence on the density of wells,distance from streams,total annual precipitation,and distance from roads in the study area.This study provided a way to estimate nitrate pollution using both natural and anthropogenic factors in arid and semi-arid areas where only a few factors are available.Spatial regression methods with spatial correlation structures are effective tools to support spatial decision-making in water pollution control.

Statistical Inference of Partially Linear Spatial Autoregressive Model Under Constraint Conditions

In many application fields of regression analysis,prior information about how explanatory variables affect response variable of interest is often available and can be formulated as constraints on regression coefficients.In this paper,the authors consider statistical inference of partially linear spatial autoregressive model under constraint conditions.By combining series approximation method,twostage least squares method and Lagrange multiplier method,the authors obtain constrained estimators of the parameters and function in the partially linear spatial autoregressive model and investigate their asymptotic properties.Furthermore,the authors propose a testing method to check whether the parameters in the parametric component of the partially linear spatial autoregressive model satisfy linear constraint conditions,and derive asymptotic distributions of the resulting test statistic under both null and alternative hypotheses.Simulation results show that the proposed constrained estimators have better finite sample performance than the unconstrained estimators and the proposed testing method performs well in finite samples.Furthermore,a real example is provided to illustrate the application of the proposed estimation and testing methods.

Inference for Spatial Autoregressive Models with Infinite Variance Noises

A self-weighted quantile procedure is proposed to study the inference for a spatial unilateral autoregressive model with independent and identically distributed innovations belonging to the domain of attraction of a stable law with index of stabilityα,α∈(0,2).It is shown that when the model is stationary,the self-weighted quantile estimate of the parameter has a closed form and converges to a normal limiting distribution,which avoids the difficulty of Roknossadati and Zarepour(2010)in deriving their limiting distribution for an M-estimate.On the contrary,we show that when the model is not stationary,the proposed estimates have the same limiting distributions as those of Roknossadati and Zarepour.Furthermore,a Wald test statistic is proposed to consider the test for a linear restriction on the parameter,and it is shown that under a local alternative,the Wald statistic has a non-central chisquared distribution.Simulations and a real data example are also reported to assess the performance of the proposed method.

A case study on the shareholder network effect of stock market data:An SARMA approach

One of the key research problems in financial markets is the investigation of inter-stock dependence.A good understanding in this regard is crucial for portfolio optimization.To this end,various econometric models have been proposed.Most of them assume that the random noise associated with each subject is independent.However,dependence might still exist within this random noise.Ignoring this valuable information might lead to biased estimations and inaccurate predictions.In this article,we study a spatial autoregressive moving average model with exogenous covariates.Spatial dependence from both response and random noise is considered simultaneously.A quasi-maximum likelihood estimator is developed,and the estimated parameters are shown to be consistent and asymptotically normal.We then conduct an extensive analysis of the proposed method by applying it to the Chinese stock market data.