Shrinkage estimation of the linear model with spatial interaction

DOI10.1007/S00184-016-0590-ZzbMath1358.62063OpenAlexW2512354757MaRDI QIDQ506575

Yueqin Wu, Yan Sun

Publication date: 1 February 2017

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00184-016-0590-z

zbMATH Keywords

Bayesian information criterionvariable selectionspatial interactionoracle propertiesadaptive lasso

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Ridge regression; shrinkage estimators (Lasso) (62J07) Point estimation (62F10)

Related Items (8)

Variable selection of higher-order partially linear spatial autoregressive model with a diverging number of parameters ⋮ Variable selection of partially linear varying coefficient spatial autoregressive model ⋮ Penalized profile quasi-maximum likelihood method of partially linear spatial autoregressive model ⋮ Variable selection for spatial autoregressive models ⋮ Automatic variable selection for semiparametric spatial autoregressive model ⋮ GMM estimation and variable selection of partially linear additive spatial autoregressive model ⋮ Deep neural networks for variable selection of higher-order nonparametric spatial autoregressive model ⋮ Shrinkage estimation of semi-parametric spatial autoregressive panel data model with fixed effects

Cites Work

• Unnamed Item
• Specification and estimation of spatial autoregressive models with autoregressive and heteroskedastic disturbances
• The Adaptive Lasso and Its Oracle Properties
• GMM and 2SLS estimation of mixed regressive, spatial autoregressive models
• Profile quasi-maximum likelihood estimation of partially linear spatial autoregressive models
• Asymptotics for Lasso-type estimators.
• On the asymptotics of constrained \(M\)-estimation
• A semiparametric spatial dynamic model
• Better Subset Regression Using the Nonnegative Garrote
• Estimation Methods for Models of Spatial Interaction
• Best Spatial Two‐Stage Least Squares Estimators for a Spatial Autoregressive Model with Autoregressive Disturbances
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• Shrinkage Estimation of the Varying Coefficient Model
• Regularization Parameter Selections via Generalized Information Criterion
• Asymptotic Distributions of Quasi-Maximum Likelihood Estimators for Spatial Autoregressive Models
• Fast maximum likelihood estimation of very large spatial autoregressive models: a characteristic polynomial approach.

This page was built for publication: Shrinkage estimation of the linear model with spatial interaction