Work

Bayesian Adaptive Lasso for the Partial Functional Linear Spatial Autoregressive Model

Year: 2022

Type: article

Abstract: This study introduces a partial functional linear spatial autoregressive model which can explore the relationship between a scalar spatially dependent response variable and predictive variables containing both multiple scalar covariates and a functional covariate. With approximating to the functional coefficient by Karhunen–Loève representation, we propose a Bayesian adaptive Lasso method to simultaneously estimate unknown parameters and select important covariates in the model, which can be performed by combining the Gibbs sampler and the Metropolis–Hastings algorithm. Some simulation studies are conducted and the results show that the proposed Bayesian method behaves well.

Source: Journal of Mathematics

DOI: 10.1155/2022/1616068

Authors: Dengke Xu, Ruiqin Tian, Ying Lu

Institutions: Hangzhou Dianzi University, Hangzhou Normal University, Communication University of China

Language: English

Topic: Spatial and Panel Data Analysis

Subfield: Economics and Econometrics

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: gold

Estimated APC paid: $2,160

OpenAlex ID: W4224062970