Variable selection for spatial autoregressive models with a diverging number of parameters

DOI10.1007/S00362-018-0984-2zbMath1443.62110OpenAlexW2790267535MaRDI QIDQ779691

Jiang Du, Rui-Yuan Cao, TianFa Xie

Publication date: 14 July 2020

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00362-018-0984-2

zbMATH Keywords

instrumental variablevariable selectionoracle propertyspatial autoregressive models

Mathematics Subject Classification ID

Directional data; spatial statistics (62H11) Applications of statistics to economics (62P20) Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20)

Related Items (11)

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 ⋮ Estimation and testing of a higher-order partially linear spatial autoregressive model ⋮ Variable selection for spatial autoregressive models ⋮ Subset selection in network-linked data ⋮ Automatic variable selection for semiparametric spatial autoregressive model ⋮ Interquantile shrinkage in spatial additive autoregressive models ⋮ Recognition and variable selection in sparse spatial panel data models with fixed effects ⋮ Estimation and model selection in general spatial dynamic panel data models ⋮ Shrinkage estimation of semi-parametric spatial autoregressive panel data model with fixed effects

Cites Work

• Unnamed Item
• Unnamed Item
• Estimation of spatial autoregressive panel data models with fixed effects
• The Adaptive Lasso and Its Oracle Properties
• GMM and 2SLS estimation of mixed regressive, spatial autoregressive models
• Outlier detection and accommodation in general spatial models
• Formulation and estimation of dynamic models using panel data
• Local influence analysis in general spatial models
• Nonconcave penalized likelihood with a diverging number of parameters.
• Estimation of semi-parametric varying-coefficient spatial panel data models with random-effects
• Variable selection in semiparametric regression modeling
• Better Subset Regression Using the Nonnegative Garrote
• Estimation of Dynamic Models with Error Components
• Quantile smoothing splines
• 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
• A Statistical View of Some Chemometrics Regression Tools
• Shrinkage Estimation of the Varying Coefficient Model
• Robust Variable Selection With Exponential Squared Loss
• Asymptotic Distributions of Quasi-Maximum Likelihood Estimators for Spatial Autoregressive Models
• New Estimation and Model Selection Procedures for Semiparametric Modeling in Longitudinal Data Analysis
• Estimation of partially specified spatial panel data models with fixed-effects

This page was built for publication: Variable selection for spatial autoregressive models with a diverging number of parameters