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摘要:
Partially linear varying coefficient spatial autoregressive (PLVCSAR) models are powerful tools for analyzing data with complex features such as non-linearity, interactions between predictors, and spatial dependence. This paper studies the estimation of the PLVCSAR model by combining the profile quasi-maximum likelihood method and the spline approximation technique. Estimations of the constant coefficients, function coefficients, variance of the error term, and the spatial lag parameter are proposed. Under mild conditions, the asymptotic properties of the proposed estimators are established. Simulation studies and real data analysis of Boston housing data illustrate the finite sample performances of the proposed estimators.
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来源 :
STATISTICS AND ITS INTERFACE
ISSN: 1938-7989
年份: 2024
期: 3
卷: 17
页码: 371-382
0 . 8 0 0
JCR@2022
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