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Bayesian Adaptive Lasso for the Partial Functional Linear Spatial Autoregressive Model
oleh: Dengke Xu, Ruiqin Tian, Ying Lu
Format: | Article |
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Diterbitkan: | Wiley 2022-01-01 |
Deskripsi
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.