Variable Selection for the Spatial Autoregressive Model with Autoregressive Disturbances

• Published in: Mathematics (Basel) Vol. 9; no. 12; p. 1448
• Main Authors: Liu, Xuan, Chen, Jianbao
• Format: Journal Article
• Language: English
• Published: Basel MDPI AG 01.06.2021
• Subjects: Algorithms; Autoregressive models; Data analysis; Dependent variables; Disturbances; Econometrics; Error reduction; Feature selection; Food science; Geographic information systems; Heterogeneity; Iterative algorithms; Iterative methods; Methods; Normality; Parameter estimation; Parameter identification; penalized method; Reptiles & amphibians; SCAD; spatial; Spatial data; Statistical methods; Statistical models; variable selection; Variables

Along with the rapid development of the geographic information system, high-dimensional spatial heterogeneous data has emerged bringing theoretical and computational challenges to statistical modeling and analysis. As a result, effective dimensionality reduction and spatial effect recognition has be...