ABSTRACT
Geographically weight seemingly unrelated regression is a useful technique to explore the temporal and spatial heterogeneity simultaneously in space-time data analysis. In this article, a local linear-based estimating approach is developed to estimate the unknown coefficient functions. Some simulations are conducted to examine the performance of our proposed method and the results are satisfactory. Finally, a real data example is considered.
Acknowledgements
The authors would like to thank the Editor and a referee for their truly helpful comments and suggestions which led to a much improved presentation. Chuanhua Wei’s research was supported by the National Natural Science Foundation of China [No.11301565] and Beijing Higher Education Young Elite Teacher Project [No.YETP1316].
Disclosure statement
No potential conflict of interest was reported by the authors.