Statistical inference on the parametric component in partially linear spatial autoregressive models
Release time:2024-08-09
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- Affiliation of Author(s):
- 理学院
- Journal:
- Communications in Statistics-Simulation and Computation
- Key Words:
- 中文关键字:自助法;局部多项式拟合;部分线性空间自回归模型;截面拟最大似然估计;空间相关性,英文关键字:Bootstrap;Local polynomial fitting; Partially line
- Abstract:
- A statistical test procedure is proposed to check whether the parameters in the parametric component of the partially linear spatial autoregressive models satisfy certain linear constraint conditions, in which a residual-based bootstrap procedure is suggested to derive the p-value of the test. Some simulations are conducted to assess the performance of the test and the results show that the bootstrap approximation to the null distribution of the test statistic is valid and the test is of satisfactory power. Furthermore, a real-world example is given to demonstrate the application of the proposed test.
- Co-author:
- 梅长林
- First Author:
- litizheng
- Indexed by:
- Journal paper
- Volume:
- 卷:45
- Issue:
- 期:6
- Page Number:
- 页:1991-2006
- Translation or Not:
- no
- Date of Publication:
- 2016-06-01
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