Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1153177 | Statistics & Probability Letters | 2013 | 5 Pages |
Abstract
This note studies the existence and uniqueness of quasi-maximum likelihood estimator for mixed regressive, spatial autoregression model with continuously distributed response vector. Under very mild conditions that n>rank(Xn)+1 (nn is the sample size and XnXn is the n×pn×p constant matrix of regressors), we show that the quasi-likelihood function has exactly one maximum with probability one in the parameter space.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Mengyuan Li, Dalei Yu, Peng Bai,