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Estimation for single-index spatial autoregressive model with covariate measurement errors
Spatial Statistics ( IF 2.3 ) Pub Date : 2023-12-21 , DOI: 10.1016/j.spasta.2023.100805
Ke Wang , Dehui Wang

This paper explores the estimators of parameters for a spatial data single-index model which has measurement errors of covariates in the nonparametric part. The related estimations are considered to combine a local-linear smoother based simulation-extrapolation (SIMEX) algorithm, the estimation equation and the estimation method for profile maximum likelihood. Under regular conditions, asymptotic properties of the link function and uncertain estimators are derived. As verified in simulations, the performance of the estimators is satisfactory. Finally, an application to a real dataset is illustrated.



中文翻译:

具有协变量测量误差的单指标空间自回归模型的估计

本文探讨了非参数部分存在协变量测量误差的空间数据单指标模型的参数估计。相关估计被认为结合了基于局部线性平滑器的模拟外推(SIMEX)算法、估计方程和轮廓最大似然估计方法。在常规条件下,推导了链接函数和不确定估计量的渐近性质。经模拟验证,估计器的性能令人满意。最后,说明了在真实数据集上的应用。

更新日期:2023-12-21
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