Quantile regression for partially linear varying coefficient spatial autoregressive models

doi:10.1080/03610918.2022.2154365

	Quantile regression for partially linear varying coefficient spatial autoregressive models
	Dai, Xiaowen 1,2; Li, Shaoyang 3; Jin, Libin 1,2; Tian, Maozai3,4,5
	2022-12
发表期刊	COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION
卷号	53 期号:9 页码:4396-4411
摘要	This article considers the quantile regression approach for partially linear spatial autoregressive models with possibly varying coefficients. B-spline is employed for the approximation of varying coefficients. The instrumental variable quantile regression approach is employed for parameter estimation. The rank score tests are developed for hypotheses on the coefficients, including the hypotheses on the non-varying coefficients and the constancy of the varying coefficients. The asymptotic properties of the proposed estimators and test statistics are both established. Monte Carlo simulations are conducted to study the finite sample performance of the proposed method. Analysis of a real data example is presented for illustration.
关键词	Instrumental variables Partially linear Quantile regression Spatial autoregressive model Varying coefficient
DOI	10.1080/03610918.2022.2154365
收录类别	SCIE ; EI
ISSN	0361-0918
语种	英语
WOS研究方向	Mathematics
WOS类目	Statistics & Probability
WOS记录号	WOS:000897075900001
出版者	TAYLOR & FRANCIS INC
EI入藏号	20225113275447
EI主题词	Monte Carlo methods
EI分类号	723.4 Artificial Intelligence ; 922.2 Mathematical Statistics
原始文献类型	Article ; Early Access
EISSN	1532-4141
引用统计	被引频次：2[WOS] [WOS记录] [WOS相关记录]
文献类型	期刊论文
条目标识符	http://ir.lzufe.edu.cn/handle/39EH0E1M/33219
专题	统计与数据科学学院
作者单位	1.Shanghai Lixin Univ Accounting & Finance, Sch Stat & Math, Shanghai, Peoples R China; 2.Shanghai Lixin Univ Accounting & Finance, Interdisciplinary Res Inst Data Sci, Shanghai, Peoples R China; 3.Renmin Univ China, Sch Stat, Beijing, Peoples R China; 4.Xinjiang Univ Finance & Econ, Sch Stat & Informat, Urumqi, Peoples R China; 5.Lanzhou Univ Finance & Econ, Sch Stat, Lanzhou, Peoples R China
推荐引用方式 GB/T 7714	Dai, Xiaowen,Li, Shaoyang,Jin, Libin,et al. Quantile regression for partially linear varying coefficient spatial autoregressive models[J]. COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION,2022,53(9):4396-4411.
APA	Dai, Xiaowen,Li, Shaoyang,Jin, Libin,&Tian, Maozai.(2022).Quantile regression for partially linear varying coefficient spatial autoregressive models.COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION,53(9),4396-4411.
MLA	Dai, Xiaowen,et al."Quantile regression for partially linear varying coefficient spatial autoregressive models".COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION 53.9(2022):4396-4411.