部分线性变系数空间自回归固定效应面板数据模型的估计
Estimation of Partially linear Varying Coefficient Spatial Autoregressive Panel Data Models with Fixed Effects
摘要: 为了提高线性空间自回归面板数据模型的适用性和灵活度，提出了一类固定效应部分线性变系数空间自回归面板数据模型。基于局部线性技术，利用Profile似然方法构造了模型中未知空间滞后参数、回归系数以及非参数系数函数的估计。利用数值模拟考察了所提估计方法在有限样本下的表现。
Abstract: In order to increase the model adaptability and flexibility of the standard linear spatial autoregressive panel data models, a fixed effects partially linear varying coefficient spatial autoregressive panel data model is proposed. A Profile maximum likelihood approach based on the local-linear method is introduced to estimate the unknown spatial lag parameter, regression coefficients and nonparametric coefficient functions. Some simulations are conducted to examine the performance of the proposed procedures with finite sample.
文章引用：翟树芬, 王韶郡, 杨心怡. 部分线性变系数空间自回归固定效应面板数据模型的估计[J]. 统计学与应用, 2022, 11(2): 216-224. https://doi.org/10.12677/SA.2022.112023

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