收录:
摘要:
We propose a fully Bayesian estimation approach for partially linear varying coefficient spatial autoregressive models on the basis of B-spline approximations of nonparametric components. A computational efficient MCMC method that combines the Gibbs sampler with Metropolis-Hastings algorithm is implemented to simultaneously obtain the Bayesian estimates of unknown parameters, as well as their standard error estimates. Monte Carlo simulations are used to investigate the finite sample performance of the proposed method. Finally, a real data analysis of Boston housing data is used to illustrate the usefulness of the proposed methodology.
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通讯作者信息:
来源 :
STATISTICS AND ITS INTERFACE
ISSN: 1938-7989
年份: 2022
期: 1
卷: 15
页码: 105-113
0 . 8
JCR@2022
0 . 8 0 0
JCR@2022
ESI学科: MATHEMATICS;
ESI高被引阀值:20
JCR分区:4
中科院分区:4
归属院系: