Quantile regression for partially linear varying coefficient spatial autoregressive models

• Published in: Communications in statistics. Simulation and computation Vol. 53; no. 9; pp. 4396 - 4411
• Main Authors: Dai, Xiaowen, Li, Shaoyang, Jin, Libin, Tian, Maozai
• Format: Journal Article
• Language: English
• Published: Philadelphia Taylor & Francis 01.09.2024; Taylor & Francis Ltd
• Subjects: Asymptotic methods; Asymptotic properties; Autoregressive models; Hypotheses; Instrumental variables; Monte Carlo simulation; Parameter estimation; Partially linear; Quantile regression; Quantiles; Regression; Spatial autoregressive model; Statistical tests; Varying coefficient

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 estimati...