GEOSTATS: Spatial autoregressive models
- Dear All
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.
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