{"title":"Estimation for single-index spatial autoregressive model with covariate measurement errors","authors":"Ke Wang, Dehui Wang","doi":"10.1016/j.spasta.2023.100805","DOIUrl":null,"url":null,"abstract":"<p>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.</p>","PeriodicalId":48771,"journal":{"name":"Spatial Statistics","volume":null,"pages":null},"PeriodicalIF":2.1000,"publicationDate":"2023-12-21","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Spatial Statistics","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.1016/j.spasta.2023.100805","RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q3","JCRName":"GEOSCIENCES, MULTIDISCIPLINARY","Score":null,"Total":0}
引用次数: 0
Abstract
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.
期刊介绍:
Spatial Statistics publishes articles on the theory and application of spatial and spatio-temporal statistics. It favours manuscripts that present theory generated by new applications, or in which new theory is applied to an important practical case. A purely theoretical study will only rarely be accepted. Pure case studies without methodological development are not acceptable for publication.
Spatial statistics concerns the quantitative analysis of spatial and spatio-temporal data, including their statistical dependencies, accuracy and uncertainties. Methodology for spatial statistics is typically found in probability theory, stochastic modelling and mathematical statistics as well as in information science. Spatial statistics is used in mapping, assessing spatial data quality, sampling design optimisation, modelling of dependence structures, and drawing of valid inference from a limited set of spatio-temporal data.