Marginal maximum likelihood estimation of SAR models with missing data

DOI10.1016/J.CSDA.2017.11.004MaRDI QIDQ1662123zbMATH OpenOpenAlexFDO

Authors Thomas Suesse

Publication date 17 August 2018

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.csda.2017.11.004

zbMATH Keywords

EM algorithmmaximum likelihoodmissing datamarginal likelihoodSAR model

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Point estimation (62F10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Missing data (62D10)

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Cites work

• scientific article; zbMATH DE number 1077338 (Why is no real title available?)
• scientific article; zbMATH DE number 1834445 (Why is no real title available?)
• scientific article; zbMATH DE number 3388498 (Why is no real title available?)
• Computational aspects of the EM algorithm for spatial econometric models with missing data
• Estimation Methods for Models of Spatial Interaction
• Estimation of spatial autoregressive models with randomly missing data in the dependent variable
• Fast cars
• Functional analysis
• Hedonic housing prices and the demand for clean air
• Introduction to spatial econometrics.
• Newton-Raphson and EM Algorithms for Linear Mixed-Effects Models for Repeated-Measures Data
• One-step estimation of spatial dependence parameters: Properties and extensions of the APLE statistic
• Random-Effects Models for Longitudinal Data
• The EM Algorithm and Extensions, 2E

Cited in

(8)

• IPW-based robust estimation of the SAR model with missing data
• Randomized algorithms of maximum likelihood estimation with spatial autoregressive models for large-scale networks
• Estimation of semiparametric spatial autoregressive model with missing data
• Estimation of spatial autoregressive models with randomly missing data in the dependent variable
• Maximum likelihood estimation with missing spatial data and with an application to remotely sensed data
• Marginal maximum likelihood estimation of conditional autoregressive models with missing data
• scientific article; zbMATH DE number 125305 (Why is no real title available?)
• Maximum likelihood estimation of linear SISO models subject to missing output data and missing input data

Describes a project that uses

Uses Software

• BRENT
• Arc_Mat
• spdep
• Matrix
• R

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