Marginal maximum likelihood estimation of SAR models with missing data

DOI10.1016/j.csda.2017.11.004zbMath1469.62147OpenAlexW2774261494MaRDI QIDQ1662123

Thomas Suesse

Publication date: 17 August 2018

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2017.11.004

zbMATH Keywords

EM algorithmmaximum likelihoodmarginal likelihoodmissing dataSAR model

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Point estimation (62F10) Missing data (62D10)

Related Items (2)

IPW-based robust estimation of the SAR model with missing data ⋮ Randomized algorithms of maximum likelihood estimation with spatial autoregressive models for large-scale networks

Uses Software

• R
• Matrix
• spdep
• Arc_Mat
• BRENT

Cites Work

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• Fast cars
• Estimation of spatial autoregressive models with randomly missing data in the dependent variable
• Computational aspects of the EM algorithm for spatial econometric models with missing data
• Functional analysis

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