Computational aspects of the EM algorithm for spatial econometric models with missing data

DOI10.1080/00949655.2017.1286495OpenAlexW2588198190MaRDI QIDQ5106886

Thomas Suesse, Andrew Zammit-Mangion

Publication date: 22 April 2020

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949655.2017.1286495

zbMATH Keywords

EM algorithmmissing dataspatial autoregressive modelsspatial-errors models

Mathematics Subject Classification ID

Directional data; spatial statistics (62H11)

Related Items

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Uses Software

• CHOLMOD
• Matrix
• spdep
• BayesDA

Cites Work

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• The EM Algorithm and Extensions, 2E
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• Estimation of spatial autoregressive models with randomly missing data in the dependent variable
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