Adaptive estimation for spatially varying coefficient models
In this paper, a new adaptive estimation approach is proposed for the spatially varying coefficient models with unknown error distribution, unlike geographically weighted regression (GWR) and local linear geographically weighted regression (LL), this method can adapt to different error distributions...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
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AIMS Press
2023-04-01
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| Series: | AIMS Mathematics |
| Subjects: | |
| Online Access: | https://www.aimspress.com/article/doi/10.3934/math.2023713?viewType=HTML |
| _version_ | 1797843386985611264 |
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| author | Heng Liu Xia Cui |
| author_facet | Heng Liu Xia Cui |
| author_sort | Heng Liu |
| collection | DOAJ |
| description | In this paper, a new adaptive estimation approach is proposed for the spatially varying coefficient models with unknown error distribution, unlike geographically weighted regression (GWR) and local linear geographically weighted regression (LL), this method can adapt to different error distributions. A generalized Modal EM algorithm is presented to implement the estimation, and the asymptotic property of the estimator is established. Simulation and real data results show that the gain of the new adaptive method over the GWR and LL estimation is considerable for the error of non-Gaussian distributions. |
| first_indexed | 2024-04-09T17:04:20Z |
| format | Article |
| id | doaj.art-87b035bb2f2b48b8950ab9fcfb473e18 |
| institution | Directory Open Access Journal |
| issn | 2473-6988 |
| language | English |
| last_indexed | 2024-04-09T17:04:20Z |
| publishDate | 2023-04-01 |
| publisher | AIMS Press |
| record_format | Article |
| series | AIMS Mathematics |
| spelling | doaj.art-87b035bb2f2b48b8950ab9fcfb473e182023-04-21T01:27:49ZengAIMS PressAIMS Mathematics2473-69882023-04-0186139231394210.3934/math.2023713Adaptive estimation for spatially varying coefficient modelsHeng Liu0Xia Cui 1School of Economics and Statistics, Guangzhou University, Guangzhou 510006, ChinaSchool of Economics and Statistics, Guangzhou University, Guangzhou 510006, ChinaIn this paper, a new adaptive estimation approach is proposed for the spatially varying coefficient models with unknown error distribution, unlike geographically weighted regression (GWR) and local linear geographically weighted regression (LL), this method can adapt to different error distributions. A generalized Modal EM algorithm is presented to implement the estimation, and the asymptotic property of the estimator is established. Simulation and real data results show that the gain of the new adaptive method over the GWR and LL estimation is considerable for the error of non-Gaussian distributions.https://www.aimspress.com/article/doi/10.3934/math.2023713?viewType=HTMLadaptive estimationgeneralized modal em algorithmgeographically weighted regressionspatially varying coefficient models |
| spellingShingle | Heng Liu Xia Cui Adaptive estimation for spatially varying coefficient models AIMS Mathematics adaptive estimation generalized modal em algorithm geographically weighted regression spatially varying coefficient models |
| title | Adaptive estimation for spatially varying coefficient models |
| title_full | Adaptive estimation for spatially varying coefficient models |
| title_fullStr | Adaptive estimation for spatially varying coefficient models |
| title_full_unstemmed | Adaptive estimation for spatially varying coefficient models |
| title_short | Adaptive estimation for spatially varying coefficient models |
| title_sort | adaptive estimation for spatially varying coefficient models |
| topic | adaptive estimation generalized modal em algorithm geographically weighted regression spatially varying coefficient models |
| url | https://www.aimspress.com/article/doi/10.3934/math.2023713?viewType=HTML |
| work_keys_str_mv | AT hengliu adaptiveestimationforspatiallyvaryingcoefficientmodels AT xiacui adaptiveestimationforspatiallyvaryingcoefficientmodels |