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Author:

Tian, Ruiqin (Tian, Ruiqin.) | Xu, Dengke (Xu, Dengke.) | Du, Jiang (Du, Jiang.) (Scholars:杜江) | Zhang, Junfei (Zhang, Junfei.)

Indexed by:

SSCI Scopus SCIE

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.

Keyword:

Spatial autoregressive models B-spline Bayesian estimate Gibbs sampler Partially linear varying coefficient models

Author Community:

  • [ 1 ] [Tian, Ruiqin]Hangzhou Normal Univ, Sch Sci, Hangzhou, Peoples R China
  • [ 2 ] [Xu, Dengke]Zhejiang Agr & Forestry Univ, Dept Stat, Hangzhou, Peoples R China
  • [ 3 ] [Du, Jiang]Beijing Univ Technol, Fac Sci, Sch Stat & Data Sci, Beijing, Peoples R China
  • [ 4 ] [Zhang, Junfei]Cent Univ Finance & Econ, Sch Stat & Math, Beijing, Peoples R China

Reprint Author's Address:

  • 杜江

    [Du, Jiang]Beijing Univ Technol, Fac Sci, Sch Stat & Data Sci, Beijing, Peoples R China

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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

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