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Robust estimation for functional coefficient regression models with spatial data
Authors:Qingguo Tang
Affiliation:1. School of Economics and Management, Nanjing University of Science and Technology, Nanjing 210094, People's Republic of Chinatangqig@yahoo.com.cn
Abstract:A global smoothing procedure is developed using B-spline function approximation for estimating the unknown functions of a functional coefficient regression model with spatial data. A general formulation is used to treat mean regression, median regression, quantile regression and robust mean regression in one setting. The global convergence rates of the estimators of unknown coefficient functions are established. Various applications of the main results, including estimating conditional quantile coefficient functions and robustifying the mean regression coefficient functions are given. Finite sample properties of our procedures are studied through Monte Carlo simulations. A housing data example is used to illustrate the proposed methodology.
Keywords:functional coefficient regression model  spatial data  B-spline functions  quantile regression  convergence rate
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