Statistical inference on the parametric component in partially linear spatial autoregressive models
发布时间:2024-08-09
点击次数:
- 所属单位:
- 理学院
- 发表刊物:
- Communications in Statistics-Simulation and Computation
- 关键字:
- 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
- 摘要:
- 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.
- 合写作者:
- 梅长林
- 第一作者:
- 李体政
- 论文类型:
- 期刊论文
- 卷号:
- 卷:45
- 期号:
- 期:6
- 页面范围:
- 页:1991-2006
- 是否译文:
- 否
- 发表时间:
- 2016-06-01


