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Author:

Liu, Lei (Liu, Lei.) | Dai, Jun (Dai, Jun.)

Indexed by:

SCIE

Abstract:

Possible dependence across spatial units is a relevant issue in many areas in practice. In this paper, we consider the partially linear single-index spatial autoregressive model to analyze the dependence of the spatial units and suggest an estimation method. An algorithm procedure is proposed to estimate the link function for the single index and the parameters in the single index, as well as the parameters in the linear component and the spatial parameter of the model. The nonparametric function is estimated based on B-spline approximation. The Nelder-Mead iteration algorithm is adopted to calculate the parametric and nonparametric parts simultaneously in the optimization. The asymptotic properties of parameter and function estimates are established. Monte Carlo simulation studies are conducted to investigate the performance of the proposed estimation methodology and calculation procedure. Furthermore, we use the proposed method to analyze air quality data and rural household income data in China.

Keyword:

spatial autoregressive model partially linear single-index B-splines

Author Community:

  • [ 1 ] [Liu, Lei]Yunnan Univ, Yunnan Key Lab Stat Modeling & Data Anal, Kunming 650091, Peoples R China
  • [ 2 ] [Dai, Jun]Beijing Univ Technol, Sch Math Stat & Mech, Beijing 100124, Peoples R China

Reprint Author's Address:

  • [Liu, Lei]Yunnan Univ, Yunnan Key Lab Stat Modeling & Data Anal, Kunming 650091, Peoples R China;;

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Source :

ELECTRONIC RESEARCH ARCHIVE

Year: 2024

Issue: 12

Volume: 32

Page: 6822-6846

0 . 8 0 0

JCR@2022

Cited Count:

WoS CC Cited Count:

SCOPUS Cited Count:

ESI Highly Cited Papers on the List: 0 Unfold All

WanFang Cited Count:

Chinese Cited Count:

30 Days PV: 2

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