SearcharxivSearch

arXiv · 2009.05360

Inferring hidden potentials in analytical regions: uncovering crime suspect communities in Medell\'in

Abstract

This paper proposes a Bayesian approach to perform inference regarding the size of hidden populations at analytical region using reported statistics. To do so, we propose a specification taking into account one-sided error components and spatial effects within a panel data structure. Our simulation exercises suggest good finite sample performance. We analyze rates of crime suspects living per neighborhood in Medell\'in (Colombia) associated with four crime activities. Our proposal seems to identify hot spots or "crime communities", potential neighborhoods where under-reporting is more severe, and also drivers of crime schools. Statistical evidence suggests a high level of interaction between homicides and drug dealing in one hand, and motorcycle and car thefts on the other hand.

Explore related subjects

Keep this discovery

BibTeXRIS

Alejandro Puerta, Andrés Ramírez-Hassan. 2020-09-11. Inferring hidden potentials in analytical regions: uncovering crime suspect communities in Medell\'in. https://arxiv.org/abs/2009.05360

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

KEEP EXPLORING

Related papers

Identification in Linear Quantile Panel Models

This paper studies identification in linear quantile panel models with unrestricted individual heterogeneity when the number of time periods is fixed and small. We impose strict exogeneity, whereby the conditional quantile restriction holds given the individual's complete regressor history and latent individual effect, but otherwise allow the disturbances to be arbitrarily dependent over time.

econ.EM

Experimental Design for Policy Choice

We show how to optimally design experiments when the resulting data will be used to choose a welfare-maximizing policy subject to constraints. A decision maker seeks to maximize Bayes expected welfare by choosing a policy whose effects depend on an unknown finite-dimensional parameter. The decision maker has access to a first wave of experimental data with a fixed design but may choose the design of a second wave that will be collected before choosing the policy. The resulting experimental design--policy choice problem is a very high-dimensional dynamic program that is generally intractable in finite samples. We propose a tractable approximation based on the limit experiment and show it is asymptotically optimal using a new asymptotic representation theorem for adaptive experiments with continuous treatments. We apply the method to a conditional cash transfer experiment and demonstrate the potential for large gains from tailoring the experiment to the policy choice.

econ.EM

Designing Spatial Treatments

Spatial treatments are interventions assigned to locations potentially distinct from those of the responding units. We study their optimal design under a general model in which a unit's response diminishes with distance to a treated site. Our estimand of interest is an ``uncontaminated'' effect equal to the average impact of a single intervention site over all hypothetical sites. We propose a novel design based on a Mat\'{e}rn point process which separates treatments by a distance of at least $r$. A larger choice of $r$ reduces bias by separating interventions but increases variance by reducing their numerosity. We choose $r$ to maximize the rate of convergence of a Horvitz-Thompson estimator and prove that this is minimax rate-optimal. We provide weak conditions under which the estimator is asymptotically normal and propose a variance estimator.

econ.EM