The INLA approach to estimation of SAR models
Translated title
INLA tilgangen til estimation af SAR modeller
Author
Term
4. term
Education
Publication year
2014
Submitted on
2014-07-10
Pages
58
Abstract
The master's thesis principally deals with estimation of a Spatial Auto Regressive (SAR) Model by Integrated Nested Laplace Approximations (INLA). Special attention is paid to the specification of the spatial weight matrix, which is a key component of the SAR model, and to how the estimates of parameters behave depending on the particular specification.
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