دورية أكاديمية
Semiparametric M-quantile regression with measurement error in spatial covariates: an application to housing price modelling
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 |
DOI: | 10.1093/jrsssc/qlad086 |
---|