Document Zbl 1485.62126

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Korean Stat. Soc.</a> <a href="/?q=in%3A481072" title="Articles in this Issue">49, No. 4, 1148-1172 (2020)</a>. </div> <div class="abstract">Summary: This paper investigates estimation of semiparametric varying-coefficient spatial autoregressive models in which the dependent variable is missing at random. An inverse propensity score weighted sieve two-stage least squares (S-2SLS) estimation with imputation is proposed. The proposed estimators are shown to be consistent, no matter the initial value is taken as the naive S-2SLS estimate or the naive nonlinear least squares estimate, and the asymptotic distribution of the latter is also derived. Simulation studies are carried out to investigate the performance of the proposed estimator. The method is finally exemplified with one real data set on Boston housing prices.</div> <div class="clear"></div> <br> <div class="citations"><div class="clear"><a href="/?q=rf%3A7514875">Cited in <strong>1</strong> Document</a></div></div> <div class="classification"> <h3>MSC:</h3> <table><tr> <td> <a class="mono" href="/classification/?q=cc%3A62M10" title="MSC2020">62M10</a> </td> <td class="space"> Time series, auto-correlation, regression, etc. in statistics (GARCH) </td> </tr><tr> <td> <a class="mono" href="/classification/?q=cc%3A62D10" title="MSC2020">62D10</a> </td> <td class="space"> Missing data </td> </tr><tr> <td> <a class="mono" href="/classification/?q=cc%3A62F12" title="MSC2020">62F12</a> </td> <td class="space"> Asymptotic properties of parametric estimators </td> </tr><tr> <td> <a class="mono" href="/classification/?q=cc%3A62M30" title="MSC2020">62M30</a> </td> <td class="space"> Inference from spatial processes </td> </tr><tr> <td> <a class="mono" href="/classification/?q=cc%3A62P20" title="MSC2020">62P20</a> </td> <td class="space"> Applications of statistics to economics </td> </tr></table> </div><div class="keywords"> <h3>Keywords:</h3><a href="/?q=ut%3Asemiparametric+model">semiparametric model</a>; <a href="/?q=ut%3Aspatial+data">spatial data</a>; <a href="/?q=ut%3Apropensity+score">propensity score</a>; <a href="/?q=ut%3Amissing+data">missing data</a>; <a href="/?q=ut%3Ainstrumental+variable">instrumental variable</a></div> <div class="software"> <h3>Software:</h3><a href="/software/7176">Arc_Mat</a>; <a href="/software/4578">spdep</a></div>  <div class="modal fade" id="metadataModal" tabindex="-1" role="dialog" aria-labelledby="myModalLabel"> <div class="modal-dialog" role="document"> <div class="modal-content"> <div class="modal-header"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">×</span></button> <h4 class="modal-title" id="myModalLabel">Cite</h4> </div> <div class="modal-body"> <div class="form-group"> <label for="select-output" class="control-label">Format</label> <select id="select-output" class="form-control" aria-label="Select Metadata format"></select> </div> <div class="form-group"> <label for="metadataText" class="control-label">Result</label> <textarea class="form-control" id="metadataText" rows="10" style="min-width: 100%;max-width: 100%"></textarea> </div> <div id="metadata-alert" class="alert alert-danger" role="alert" style="display: none;">  </div> </div> <div class="modal-footer"> <button type="button" class="btn btn-primary" onclick="copyMetadata()">Copy to clipboard</button> <button type="button" class="btn btn-default" data-dismiss="modal">Close</button> </div> </div> </div> </div> <div class="functions clearfix"> <div class="function">  <a type="button" class="btn btn-default btn-xs pdf" data-toggle="modal" data-target="#metadataModal" data-itemtype="Zbl" data-itemname="Zbl 1485.62126" data-ciurl="/ci/07514875" data-biburl="/bibtex/07514875.bib" data-amsurl="/amsrefs/07514875.bib" data-xmlurl="/xml/07514875.xml" > Cite </a> <a class="btn btn-default btn-xs pdf" data-container="body" type="button" href="/pdf/07514875.pdf" title="Zbl 1485.62126 as PDF">Review PDF</a> </div> <div class="fulltexts"> <span class="fulltext">Full Text:</span> <a class="btn btn-default btn-xs" type="button" href="https://doi.org/10.1007/s42952-019-00048-2" aria-label="DOI for “Estimation of semiparametric varying-coefficient spatial autoregressive models with missing in the dependent variable”" title="10.1007/s42952-019-00048-2">DOI</a> </div> <div class="sfx" style="float: right;"> </div> </div> <div class="references"> <h3>References:</h3> <table><tr> <td>[1]</td> <td class="space">Anselin, L., Spatial econometrics: Methods and models (1988), Bost: Kluwer, Bost · <a href="https://doi.org/10.1007/978-94-015-7799-1" class="nowrap">doi:10.1007/978-94-015-7799-1</a></td> </tr><tr> <td>[2]</td> <td class="space">Ai, C.; 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