IPW-based robust estimation of the SAR model with missing data - 文章详情页

作者：

Luo, Guowang (Luo, Guowang.) | Wu, Mixia (Wu, Mixia.) (学者：吴密霞) | Xu, Liwen (Xu, Liwen.)

收录：

SSCI Scopus SCIE

摘要：

In　this　paper,　an　IPW-based　robust　estimator　is　developed　for　the　spatial　autoregressive　model　with　response　missing　at　random.　Its　consistency　and　asymptotical　normality　are　proved　and　its　finite-sample　performance　is　investigated　by　simulations.　(C)　2021　Elsevier　B.V.　All　rights　reserved.

关键词：

Spatial data Propensity score Autoregressive model Missing data Instrumental variable

作者机构：

[ 1 ] [Luo, Guowang]Beijing Univ Technol, Coll Stat & Data Sci, Fac Sci, Beijing 100124, Peoples R China
[ 2 ] [Wu, Mixia]Beijing Univ Technol, Coll Stat & Data Sci, Fac Sci, Beijing 100124, Peoples R China
[ 3 ] [Xu, Liwen]North China Univ Technol, Coll Sci, Beijing 100042, Peoples R China

通讯作者信息：

吴密霞
[Wu, Mixia]Beijing Univ Technol, Coll Stat & Data Sci, Fac Sci, Beijing 100124, Peoples R China

电子邮件地址：

wumixia@bjut.edu.cn

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