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IPW-based robust estimation of the SAR model with missing data
Statistics & Probability Letters ( IF 0.9 ) Pub Date : 2021-02-15 , DOI: 10.1016/j.spl.2021.109065 Guowang Luo , Mixia Wu , Liwen Xu
中文翻译:
基于IPW的SAR模型缺少数据的鲁棒估计
更新日期:2021-02-24
Statistics & Probability Letters ( IF 0.9 ) Pub Date : 2021-02-15 , DOI: 10.1016/j.spl.2021.109065 Guowang Luo , Mixia Wu , Liwen Xu
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.
中文翻译:
基于IPW的SAR模型缺少数据的鲁棒估计
本文为空间自回归模型开发了一种基于IPW的鲁棒估计器,其响应随机丢失。证明了其一致性和渐近正态性,并通过仿真研究了其有限样本性能。