Z he 33 nx wy y i n w 1 z i n w 1 34

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Unformatted text preview: f or SA R and SD M model s can b e wr i t t en i n t he same f or m wher e: Z = ι n X for t he SAR model and Z = ιy = ρWX + forδt+ εSDM model. Z he (3.3) nX Wy y = ( I n − ρW ) − 1 Z δ + ( I n − ρW ) − 1 ε (3.4) ε ∼ N (0, σ2 I+ ) δ + ε y = ρW y n Z (3.3) −1 −1 (3s Fr om t he model st aty me( Itn (− .3) , if t Ze t r uenv−l ue o) t he par amet er ρ wa.4) e = n 3 ρW ) h δ + ( I a ρW f ε known • o Definindoεcoul=>ear r an ) e e e model st at ement iSAR. as shown t be say ρ∗, we ∼ N (0,SDM t h definindo => n ( 3.3) e d r σ2 I ng in (3.5). Sendo ρl o e erdadeiro t he t r e v l ue of t he par ρ, t e Fr•om t he mode*st atvment ( 3.3) , if valorudoaparâmetro ameo r ρ was known modeloρacimaupode rser e t he model st at ecomo (se ) as shown t o be say ∗, we co l d r ear ang rearranjado ment i n 3.3 y − ρ∗W y = Z δ + ε (3.5) in (3.5). segue: . ˆ T hi s suggest s an est i mat e for δ of δ = ( Z Z ) − 1 Z ( I n − ρ∗W ) y . In t hi s ∗ y − e fo y = Z δ + δ case...
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