Fast and scalable variable selection for spatial autoregressive models

DOI10.1007/S00362-026-01819-WMaRDI QIDQ7231641zbMATH OpenFDO

Authors Michael Balzer

Publication date 21 April 2026

Published in Statistical Papers (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

zbMATH Keywords

statistical learningleast absolute shrinkage and selection operatorspatial regression modelsclosed-form estimator\(L_2\)-boostingspatial cross-validation

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

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• Asymptotic Distributions of Quasi-Maximum Likelihood Estimators for Spatial Autoregressive Models
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• Greedy function approximation: A gradient boosting machine.
• Introduction to spatial econometrics.
• Least squares after model selection in high-dimensional sparse models
• Model-based boosting 2.0
• Model-based boosting in R: a hands-on tutorial using the R package mboost
• Panel data models with spatially correlated error components
• Probing for sparse and fast variable selection with model-based boosting
• Shrinkage estimation of the linear model with spatial interaction
• Spatial Data Science
• Stability Selection
• Variable Selection with Error Control: Another Look at Stability Selection

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