IPW-based robust estimation of the SAR model with missing data

Guowang Luo, Mixia Wu and Liwen Xu

Statistics & Probability Letters, 2021, vol. 172, issue C

Abstract: In this paper, an IPW-based robust estimator is developed for the spatial autoregressive model with response missing at random. Its consistency and asymptotical normality are proved and its finite-sample performance is investigated by simulations.

Keywords: Spatial data; Autoregressive model; Propensity score; Missing data; Instrumental variable (search for similar items in EconPapers)
Date: 2021
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DOI: 10.1016/j.spl.2021.109065

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