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Record W2087093910 · doi:10.1108/14635781111150376

Do peer effects shape property values?

2011· article· en· W2087093910 on OpenAlexaff
François Des Rosiers, Jean Dubé, Marius Thériault

Bibliographic record

VenueJournal of Property Investment and Finance · 2011
Typearticle
Languageen
FieldEconomics, Econometrics and Finance
TopicHousing Market and Economics
Canadian institutionsUniversité du Québec à RimouskiUniversité Laval
Fundersnot available
KeywordsEconometricsNeighbourhood (mathematics)EconomicsAutocorrelationAutoregressive modelOriginalityValue (mathematics)Order (exchange)Spatial econometricsHedonic indexMicroeconomicsMathematicsStatisticsPrice indexPsychology

Abstract

fetched live from OpenAlex

Purpose Both hedonics and the traditional sales comparison approach are derived from a similar paradigm with respect to how prices, hence market values, are determined. While the hedonic approach can provide reliable estimates of individual attributes' marginal contribution, it may – unlike the sales comparison approach – underestimate the prominent influence that surrounding properties exert on any given nearby housing unit and sale price. This paper seeks to develop a simple method for reconciling the two approaches within a rigorous conceptual and methodological framework. Design/methodology/approach Peer effect models, an analytical device developed, and mainly used, by labour economists, are adapted to the hedonic price equation so as to incorporate nearby properties' influences, thereby controlling for non‐observable neighbourhood effects. In addition to basic, intrinsic, building and land attributes, the ensuing model accounts for three types of effects, namely endogenous interactions effects (i.e. comparable sales influences, or peer effects), exogenous, or neighbourhood, effects and, finally, spatial autocorrelation effects. Findings Preliminary findings suggest that integrating peer effects in the hedonic equation allows bringing out the combined impacts of endogenous, exogenous and spatially correlated effects in the house price determination process, with spatial autocorrelation of model residuals being significantly reduced, even without resorting to a spatial autoregressive procedure. Research limitations/implications Further investigation is still needed in order to find out which submarket delineation should be used to obtain optimal model performances. Originality/value The paper leads to the conclusion that the comparable sales approach, as used in traditional appraisal practice, is valid, although its application is typically flawed by the too small sample size generally used by appraisers. Further investigation is still needed, however, in order to find out which submarket delineation should be used to obtain optimal model performances. This raises the paramount question as to whether the peer effect variable is adequately measured and addresses the tricky issue of kernel determination in spatial statistics and related applications, such as GWR.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.001
metaresearch head score (Gemma)0.000
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Not applicable · Consensus signal: none
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.679
Threshold uncertainty score0.495

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0010.000
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0010.000
Bibliometrics0.0000.000
Science and technology studies0.0000.000
Scholarly communication0.0000.001
Open science0.0000.000
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0000.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.055
GPT teacher head0.210
Teacher spread0.156 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one teacher head, not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designNot applicable
Domainnot available
GenreEmpirical

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations21
Published2011
Admission routes1
Has abstractyes

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