It is common practice to utilise the Profile Likelihood in order
to find the MLE of p for the Spatial Autoregressive model (SAR):
where Y=vector of observations, W=weights matrix, t =vectot of fixed
There is a great deal of work in the statistical literature
stating that using the profile likelihood to find a MLE for p can be
Does anyone know of of publications where a Modified/Adjusted profile (Cox
& Reid) likelihood function for the SAR model has been constructed.
*To post a message to the list, send it to ai-geostats@...
*As a general service to list users, please remember to post a summary
of any useful responses to your questions.
*To unsubscribe, send email to majordomo@...
with no subject and
"unsubscribe ai-geostats" in the message body.
DO NOT SEND Subscribe/Unsubscribe requests to the list!