Variable selection of partially linear varying coefficient spatial autoregressive model
From MaRDI portal
Publication:5036902
DOI10.1080/00949655.2020.1788560OpenAlexW3038679623MaRDI QIDQ5036902
Qingyan Yin, Jialong Peng, Tizheng Li
Publication date: 23 February 2022
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00949655.2020.1788560
least squares methodspatial dependenceSCADpartially linear varying coefficient spatial autoregressive modelprofile quasi-maximum likelihood method
Related Items (4)
Estimation and testing of a higher-order partially linear spatial autoregressive model ⋮ Automatic variable selection for semiparametric spatial autoregressive model ⋮ Robust variable selection with exponential squared loss for partially linear spatial autoregressive models ⋮ Robust estimation of panel data regression models and applications
Cites Work
- Unnamed Item
- Specification and estimation of spatial autoregressive models with autoregressive and heteroskedastic disturbances
- Estimation and testing for partially linear single-index models
- The Adaptive Lasso and Its Oracle Properties
- Shrinkage estimation of the linear model with spatial interaction
- Profile quasi-maximum likelihood estimation of partially linear spatial autoregressive models
- GMM estimation of spatial autoregressive models with unknown heteroskedasticity
- Penalized least squares for single index models
- Penalized maximum likelihood estimation and variable selection in geostatistics
- Semiparametric GMM estimation of spatial autoregressive models
- Variable selection for spatial autoregressive models with a diverging number of parameters
- Profile likelihood inferences on semiparametric varying-coefficient partially linear models
- Variable selection in nonparametric additive models
- SCAD-penalized regression in high-dimensional partially linear models
- Hedonic housing prices and the demand for clean air
- Variable selection for spatial semivarying coefficient models
- Generalized likelihood ratio statistics and Wilks phenomenon
- Functional form and spatial dependence in dynamic panels
- LM tests of spatial dependence based on bootstrap critical values
- A spatial autoregressive model with a nonlinear transformation of the dependent variable
- Variable selection in semiparametric regression modeling
- Variable selection in spatial regression via penalized least squares
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- On Selection of Spatial Linear Models for Lattice Data
- A Statistical View of Some Chemometrics Regression Tools
- On Two-Step Estimation of a Spatial Autoregressive Model with Autoregressive Disturbances and Endogenous Regressors
- Shrinkage Estimation of the Varying Coefficient Model
- Tuning parameter selectors for the smoothly clipped absolute deviation method
- Asymptotic Distributions of Quasi-Maximum Likelihood Estimators for Spatial Autoregressive Models
- Additive Model Building for Spatial Regression
- Estimation and variable selection for semiparametric additive partial linear models
- Rao's score test in spatial econometrics
This page was built for publication: Variable selection of partially linear varying coefficient spatial autoregressive model
