Bayesian estimation for partially linear varying coefficient spatial autoregressive models

2022 ◽  
Vol 15 (1) ◽  
pp. 105-113
Author(s):  
Ruiqin Tian ◽  
Dengke Xu ◽  
Jiang Du ◽  
Junfei Zhang
Keyword(s):  
Bayesian Estimation ◽  
Autoregressive Models ◽  
Varying Coefficient ◽  
Partially Linear ◽  
Spatial Autoregressive ◽  
Spatial Autoregressive Models

scholarly journals Testing for Spatial Lag Effects in Varying Coefficient Spatial Autoregressive Models

2015 ◽  
Vol 3 (6) ◽  
pp. 561-567
Author(s):  
Shuang Guo ◽  
Chuanhua Wei
Keyword(s):  
Profile Likelihood ◽  
Test Procedure ◽  
Autoregressive Models ◽  
P Value ◽  
Ratio Test ◽  
Spatial Lag ◽  
Lag Effects ◽  
Varying Coefficient ◽  
Spatial Autoregressive ◽  
Spatial Autoregressive Models

Abstract This paper is concerned with testing for the varying coefficient spatial autoregressive models. Based on the profile likelihood estimation procedure, a profile generalized likelihood ratio test procedure is proposed to test spatial lag effects, and a residual-based bootstrap procedure is used to derive the p-value of the test. Some simulations are conducted to assess the performance of the test and the results are satisfactory.

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