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Abstract:
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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Source :
STATISTICS AND ITS INTERFACE
ISSN: 1938-7989
Year: 2022
Issue: 1
Volume: 15
Page: 105-113
0 . 8
JCR@2022
0 . 8 0 0
JCR@2022
ESI Discipline: MATHEMATICS;
ESI HC Threshold:20
JCR Journal Grade:4
CAS Journal Grade:4
Cited Count:
WoS CC Cited Count: 4
SCOPUS Cited Count:
ESI Highly Cited Papers on the List: 0 Unfold All
WanFang Cited Count:
Chinese Cited Count:
30 Days PV: 1
Affiliated Colleges: