Asymptotic properties of the estimators of the semi-parametric spatial regression model

Peng Xiaozhi, Wu Hecheng and Ma Ling

Communications in Statistics - Theory and Methods, 2018, vol. 47, issue 7, 1663-1678

Abstract: Spatial data and non parametric methods arise frequently in studies of different areas and it is a common practice to analyze such data with semi-parametric spatial autoregressive (SPSAR) models. We propose the estimations of SPSAR models based on maximum likelihood estimation (MLE) and kernel estimation. The estimation of spatial regression coefficient ρ was done by optimizing the concentrated log-likelihood function with respect to ρ. Furthermore, under appropriate conditions, we derive the limiting distributions of our estimators for both the parametric and non parametric components in the model.

Date: 2018
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DOI: 10.1080/03610926.2017.1324983

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