Anwar, Rohimatul and Djuraidah, Anik and Wigena, Aji Hamim (2020) Comparison of Maximum Likelihood and Generalized Method of Moments in Spatial Autoregressive Model with Heteroskedasticity. In: Proceedings of the 1st International Conference on Statistics and Analytics, ICSA 2019, 2-3 August 2019, Bogor, Indonesia.
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Abstract
Spatial dependence and spatial heteroskedasticity are problems in spatial regression. Spatial autoregressive regression (SAR) concerns only to the dependence on lag. The estimation of SAR parameters containingheteroskedasticityusing the maximum likelihood estimation (MLE) method provides biased and
| Item Type: | Conference or Workshop Item (UNSPECIFIED) |
|---|---|
| Date Deposited: | 04 Mar 2026 12:53 |
| Last Modified: | 17 Apr 2026 12:25 |
| URI: | http://eprints.eai.eu/id/eprint/27000 |
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