IPW-based robust estimation of the SAR model with missing data

DOI10.1016/J.SPL.2021.109065MaRDI QIDQ2244497zbMATH OpenOpenAlexFDO

Authors G. W. Luo, Li-Wen Xu, Mi-Xia Wu

Publication date 12 November 2021

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2021.109065

zbMATH Keywords

instrumental variablemissing datapropensity scorespatial dataautoregressive model

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from spatial processes (62M30) Missing data (62D10)

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Cites work

• scientific article; zbMATH DE number 1834445 (Why is no real title available?)
• A Generalization of Sampling Without Replacement From a Finite Universe
• Asymptotic Distributions of Quasi-Maximum Likelihood Estimators for Spatial Autoregressive Models
• Best Spatial Two‐Stage Least Squares Estimators for a Spatial Autoregressive Model with Autoregressive Disturbances
• Computational aspects of the EM algorithm for spatial econometric models with missing data
• Estimation Methods for Models of Spatial Interaction
• Estimation of spatial autoregressions with stochastic weight matrices
• Estimation of spatial autoregressive models with randomly missing data in the dependent variable
• GMM and 2SLS estimation of mixed regressive, spatial autoregressive models
• Marginal maximum likelihood estimation of SAR models with missing data

Cited in

(1)

• Penalized multiply robust estimation in high-order autoregressive processes with missing explanatory variables

Describes a project that uses

Uses Software

• spdep

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