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Author:

Luo, Guowang (Luo, Guowang.) | Wu, Mixia (Wu, Mixia.) (Scholars:吴密霞) | Pang, Zhen (Pang, Zhen.)

Indexed by:

Scopus SCIE

Abstract:

In this paper, linear spatial autoregressive (SAR) models with covariate measurement errors are studied. A three-stage least squares (3SLS) estimation method both with Berkson's and classical types of instrumental variables is proposed and asymptotic normality of the proposed estimator using each type of instrumental variables is derived under mild conditions. Simulation studies are conducted to investigate the finite sample performance of the proposed estimator. A real data example is used to illustrate the developed method. (c) 2022 Elsevier Inc. All rights reserved.

Keyword:

Measurement error Spatial data Instrumental variable Three-stage least squares (3SLS)

Author Community:

  • [ 1 ] [Luo, Guowang]Guizhou Univ Finance & Econ, Sch Math & Stat, Guiyang 550025, Peoples R China
  • [ 2 ] [Luo, Guowang]Guizhou Key Lab Big Data Stat Anal 2019 5103, Guiyang 550025, Peoples R China
  • [ 3 ] [Wu, Mixia]Beijing Univ Technol, Coll Stat & Data Sci, Fac Sci, Beijing 100124, Peoples R China
  • [ 4 ] [Wu, Mixia]Beijing Inst Sci & Engineer Comp, Beijing 100124, Peoples R China
  • [ 5 ] [Pang, Zhen]Hong Kong Polytech Univ, Dept Appl Math, Hong Kong, Peoples R China

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Source :

JOURNAL OF MULTIVARIATE ANALYSIS

ISSN: 0047-259X

Year: 2022

Volume: 192

1 . 6

JCR@2022

1 . 6 0 0

JCR@2022

ESI Discipline: MATHEMATICS;

ESI HC Threshold:20

JCR Journal Grade:2

CAS Journal Grade:2

Cited Count:

WoS CC Cited Count: 3

SCOPUS Cited Count: 3

ESI Highly Cited Papers on the List: 0 Unfold All

WanFang Cited Count:

Chinese Cited Count:

30 Days PV: 4

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