Comparison of the Quasi maximum likelihood and transformation methods in estimating the spatial autoregressive model for panel data using simulation
DOI:
https://doi.org/10.62933/nwnkt518Keywords:
Rook standard , Panel data, Quasi Maximum Likelihood method , The Transformation method, Comparison Criterion Mean Aboslute , Percentage Error (MAPE).Abstract
This research deals with the study of the spatial autoregressive model for panel data, where the model parameters were estimated using two estimation methods (the Quasi maximum likelihood method, the transformation method) in the presence of the modified spatial weight matrix according to the Rook adjacency criterion. The two methods were compared using the comparison criterion of the average absolute relative error with the aim of reaching the best estimation method. Simulation experiments were also used on two values of the cross-sections (n=20,60) and two different time periods (T=5,20) and four different sample sizes (nt=100, 300, 400,1200). Through the comparison criterion (MAPE), the best method for estimating the model was reached, which is the transformation method (TTA).
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Copyright (c) 2025 Ahmed Karim Awdah , Ahmed Abd Ali Akar (Author)
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