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The partially linear varying coefficient spatial autoregressive model is a semi-parametric spatial autoregressive model in which the coefficients of some explanatory variables are variable, while the coefficients of the remaining explanatory variables are constant. For the nonparametric part, a local linear smoothing method is used to estimate the vector of coefficient functions in the model, and, to investigate its variable selection problem, this paper proposes a penalized robust regression estimation based on exponential squared loss, which can estimate the parameters while selecting important explanatory variables. A unique solution algorithm is composed using the block coordinate descent (BCD) algorithm and the concave-convex process (CCCP). Robustness of the proposed variable selection method is demonstrated by numerical simulations and illustrated by some housing data from Airbnb. © The Author(s), under exclusive licence to Springer Science+Business Media, LLC, part of Springer Nature 2024.
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Environmental and Ecological Statistics
ISSN: 1352-8505
Year: 2024
Issue: 1
Volume: 31
Page: 97-127
Cited Count:
SCOPUS Cited Count: 3
ESI Highly Cited Papers on the List: 0 Unfold All
WanFang Cited Count:
Chinese Cited Count:
30 Days PV: 6
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