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A master's thesis from Aalborg University
Book cover


The INLA approach to estimation of SAR models

Translated title

INLA tilgangen til estimation af SAR modeller

Author

Term

4. term

Education

Mathematics, Master

Publication year

2014

Submitted on

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.

Keywords

INLA ; SAR ; Spatial ; Statistics ; Laplace ; Statistik ; Rumlig

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