دورية أكاديمية

Semiparametric M-quantile regression with measurement error in spatial covariates: an application to housing price modelling

التفاصيل البيبلوغرافية
العنوان: Semiparametric M-quantile regression with measurement error in spatial covariates: an application to housing price modelling
المؤلفون: Borgoni, Riccardo, Schirripa Spagnolo, Francesco, Michelangeli, Alessandra, Salvati, Nicola, Carcagnì, Antonella
المساهمون: Borgoni, Riccardo, Schirripa Spagnolo, Francesco, Michelangeli, Alessandra, Salvati, Nicola, Carcagnì, Antonella
سنة النشر: 2024
المجموعة: ARPI - Archivio della Ricerca dell'Università di Pisa
مصطلحات موضوعية: hedonic price, housing market, regression calibration, robust regression, thin plate splines
الوصف: Spatial data are becoming increasingly accessible to urban scientists, but these data are often prone to measurement error. Motivated by the analysis of the Milan (Italy) apartment market heterogeneity, we propose a semiparametric approach to adjust for the presence of measurement error in the covariates when estimating M-quantile regression. The M-quantile approach helps explain the heterogeneity across individual units, preserving robustness and efficiency in the estimates. The model's parameters are estimated within a penalised likelihood framework and an analytical expression is proposed to estimate standard errors. Asymptotic properties of estimates are also provided.
نوع الوثيقة: article in journal/newspaper
اللغة: English
العلاقة: info:eu-repo/semantics/altIdentifier/wos/WOS:001064221900001; volume:73; issue:1; firstpage:82; lastpage:103; numberofpages:22; journal:JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES C-APPLIED STATISTICS; https://hdl.handle.net/11568/1203909Test
DOI: 10.1093/jrsssc/qlad086
الإتاحة: https://doi.org/10.1093/jrsssc/qlad086Test
https://hdl.handle.net/11568/1203909Test
رقم الانضمام: edsbas.1626BB46
قاعدة البيانات: BASE