Sensitivity analysis of SAR estimators: a numerical approximation

DOI10.1080/00949655.2012.656369MaRDI QIDQ4913949zbMATH OpenOpenAlexFDO

Authors Shuangzhe Liu, Wolfgang Polasek, Richard Sellner

Publication date 17 April 2013

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL http://irihs.ihs.ac.at/2036/1/es-262.pdf

zbMATH Keywords

Kantorovich inequalityleast squares estimatorssensitivity analysisspatial autoregressive modelsTaylor approximations

Mathematics Subject Classification ID

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

Recommendations

• Spatial AutoRegression (SAR) Model
• Simulating mixed regressive spatially autoregressive estimators
• Faster maximum likelihood estimation of very large spatial autoregressive models: an extension of the Smirnov–Anselin result
• Estimation of spatial autoregressive models with covariate measurement errors
• The Bayes estimation of parameters of spatial autoregressive model

Cites work

• CONSISTENCY AND EFFICIENCY OF LEAST SQUARES ESTIMATION FOR MIXED REGRESSIVE, SPATIAL AUTOREGRESSIVE MODELS
• scientific article; zbMATH DE number 3965276 (Why is no real title available?)
• scientific article; zbMATH DE number 192992 (Why is no real title available?)
• On ordinary least-squares methods for sample surveys
• Several matrix Kantorovich-type inequalities

Cited in

(6)

• Local influence analysis in general spatial models
• Matrix differential calculus with applications in the multivariate linear model and its diagnostics
• Spatial system estimators for panel models: a sensitivity and simulation study
• Sensitivity analysis in linear models
• Approximate computation of Madaline sensitivity based on discrete stochastic technique
• Professor Heinz Neudecker and matrix differential calculus

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