Search arXivSearch

arXiv · 2401.13370

New accessibility measures based on unconventional big data sources

Abstract

In health econometric studies we are often interested in quantifying aspects related to the accessibility to medical infrastructures. The increasing availability of data automatically collected through unconventional sources (such as webscraping, crowdsourcing or internet of things) recently opened previously unconceivable opportunities to researchers interested in measuring accessibility and to use it as a tool for real-time monitoring, surveillance and health policies definition. This paper contributes to this strand of literature proposing new accessibility measures that can be continuously feeded by automatic data collection. We present new measures of accessibility and we illustrate their use to study the territorial impact of supply-side shocks of health facilities. We also illustrate the potential of our proposal with a case study based on a huge set of data (related to the Emergency Departments in Milan, Italy) that have been webscraped for the purpose of this paper every 5 minutes since November 2021 to March 2022, amounting to approximately 5 million observations.

Explore related subjects

Keep this discovery

Explore connections, maps & timelines

BibTeXRIS

G. Arbia, V. Nardelli, N. Salvini, I. Valentini. 2024-01-24. New accessibility measures based on unconventional big data sources. https://arxiv.org/abs/2401.13370

Cite the original work for its findings. Save a collection to share your selection of sources.

KEEP EXPLORING

Related papers

Testing for Monotone Equilibrium Strategies in Games of Incomplete Information

This paper develops a unified framework for testing monotonicity of Bayesian Nash equilibrium strategies in unobserved types in games of incomplete information. We show that, under symmetric independent private types, monotonicity of differentiable equilibrium strategies is equivalent to monotonicity of a quasi-inverse strategy identified from observed actions. This allows the problem to be reformulated as testing a countable set of moment inequalities involving unconditional expectations. We propose a Cramer-von Mises-type statistic with bootstrap critical values. The method accommodates covariates and game heterogeneity. Monte Carlo simulations demonstrate finite-sample performance, and an application to procurement auctions illustrates cartel detection.

econ.EM

Ordinal Distributional Change and Conservative Transition Benchmarks: Measurement, Identification, and Inference

Repeated cross-sections reveal changes in ordinal distributions but not the transitions producing them. I axiomatically characterize a threshold-weighted probability metric for ordinal change from threshold-crossing principles. For any threshold-additive ordinal geometry, the discrepancy coincides with the Wasserstein--1 distance induced by that ground metric and measures minimum displacement; its optimizing plans define conservative transition benchmarks. With missing outcomes, I derive sharp identified sets for the discrepancy and endpoint-conditioned benchmark plans. I develop finite-sample-valid projection inference using randomized Monte Carlo calibration and global search with an almost-sure convergence guarantee. Applied to Arab Barometer data, the framework documents a robust shift toward broader and more regular remittance receipt in Lebanon. The discrepancy interval remains well separated from zero after allowing for item nonresponse and sampling uncertainty, while benchmark bounds provide strong numerical evidence that least-displacement restructuring excludes movement toward less frequent receipt and requires reassignment from nonreceipt to recurrent receipt.

econ.EM

A Stochastic Nested Fixed Point Algorithm for Large-Scale BLP Estimation

We develop a stochastic nested fixed point (SNFP) estimator for random coefficients logit demand models that updates model parameters using stochastic gradients and performs demand inversion one market at a time. Relative to the conventional nested fixed point (NFP) estimator, SNFP substantially reduces memory requirements and computational cost, making estimation feasible in very large datasets. We establish the large-$T$ (number of markets) asymptotic properties of the estimator under regularity conditions. We also characterize the effect of sharing one block of simulation draws across markets and show how to correct for it. Monte Carlo simulations show that the SNFP estimator achieves statistical accuracy comparable to the NFP estimator, and in our benchmark a single online pass estimates a model with 100 million markets in about 5.5 hours. An empirical application using scanner data further demonstrates the practical advantages of SNFP for large-scale demand estimation.

econ.EM