{"title":"Robust variable selection with exponential squared loss for the partially linear varying coefficient spatial autoregressive model","authors":"","doi":"10.1007/s10651-024-00603-z","DOIUrl":null,"url":null,"abstract":"<h3>Abstract</h3> <p>The partially linear varying coefficient spatial autoregressive model is a semi-parametric spatial autoregressive model in which the coefficients of some explanatory variables are variable, while the coefficients of the remaining explanatory variables are constant. For the nonparametric part, a local linear smoothing method is used to estimate the vector of coefficient functions in the model, and, to investigate its variable selection problem, this paper proposes a penalized robust regression estimation based on exponential squared loss, which can estimate the parameters while selecting important explanatory variables. A unique solution algorithm is composed using the block coordinate descent (BCD) algorithm and the concave-convex process (CCCP). Robustness of the proposed variable selection method is demonstrated by numerical simulations and illustrated by some housing data from Airbnb.</p>","PeriodicalId":50519,"journal":{"name":"Environmental and Ecological Statistics","volume":"167 1","pages":""},"PeriodicalIF":3.0000,"publicationDate":"2024-02-13","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Environmental and Ecological Statistics","FirstCategoryId":"93","ListUrlMain":"https://doi.org/10.1007/s10651-024-00603-z","RegionNum":4,"RegionCategory":"环境科学与生态学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q2","JCRName":"ENVIRONMENTAL SCIENCES","Score":null,"Total":0}
引用次数: 0
Abstract
The partially linear varying coefficient spatial autoregressive model is a semi-parametric spatial autoregressive model in which the coefficients of some explanatory variables are variable, while the coefficients of the remaining explanatory variables are constant. For the nonparametric part, a local linear smoothing method is used to estimate the vector of coefficient functions in the model, and, to investigate its variable selection problem, this paper proposes a penalized robust regression estimation based on exponential squared loss, which can estimate the parameters while selecting important explanatory variables. A unique solution algorithm is composed using the block coordinate descent (BCD) algorithm and the concave-convex process (CCCP). Robustness of the proposed variable selection method is demonstrated by numerical simulations and illustrated by some housing data from Airbnb.
期刊介绍：
Environmental and Ecological Statistics publishes papers on practical applications of statistics and related quantitative methods to environmental science addressing contemporary issues.
Emphasis is on applied mathematical statistics, statistical methodology, and data interpretation and improvement for future use, with a view to advance statistics for environment, ecology and environmental health, and to advance environmental theory and practice using valid statistics.
Besides clarity of exposition, a single most important criterion for publication is the appropriateness of the statistical method to the particular environmental problem. The Journal covers all aspects of the collection, analysis, presentation and interpretation of environmental data for research, policy and regulation. The Journal is cross-disciplinary within the context of contemporary environmental issues and the associated statistical tools, concepts and methods. The Journal broadly covers theory and methods, case studies and applications, environmental change and statistical ecology, environmental health statistics and stochastics, and related areas. Special features include invited discussion papers; research communications; technical notes and consultation corner; mini-reviews; letters to the Editor; news, views and announcements; hardware and software reviews; data management etc.
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