| 半参数空间变系数回归模型的两步估计方法及其数值模拟 |
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| 引用本文： | 魏传华,梅长林.半参数空间变系数回归模型的两步估计方法及其数值模拟[J].统计与信息论坛,2005,20(1):16-19,50. |
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| 作者姓名： | 魏传华 梅长林 |
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| 作者单位： | 1. 中国人民大学,统计学院,北京,100872
2. 西安交通大学,理学院,陕西,西安,710049 |
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| 摘 要： | 文章提出了关于半参数空间变系数回归模型的两步估计方法,该方法可得到模型中常值系数估计量的精确解析表达式,广泛的数值模拟表明所提出的估计方法对估计常值系数具有满意的精度和稳定性。
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| 关 键 词： | 半参数空间变系数回归模型 地理加权回归方法 两步估计法 广义交叉证实法 |
| 文章编号： | 1007-3116(2005)01-0016-05 |
| 修稿时间： | 2004年11月18 |
Two-step Procedure and Numerical Simulations for Semiparametric Spatially Varying-Coefficient Regression Model |
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| WEI Chuan-hua,MEI Chang-lin.Two-step Procedure and Numerical Simulations for Semiparametric Spatially Varying-Coefficient Regression Model[J].Statistics & Information Tribune,2005,20(1):16-19,50. |
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| Authors: | WEI Chuan-hua MEI Chang-lin |
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| Institution: | WEI Chuan-hua~1,MEI Chang-lin~2 |
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| Abstract: | This paper proposes two-step procedure for fitting the semiparametric spatially varying-coefficient regression model, by which an explicit expression for estimators of the constant coefficients in the model can be obtained. Extensive simulations are then conducted to examine the performance of the proposed fitting procedure and the results demonstrate that the estimators for the constant coefficients are quite accurate and stable. |
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| Keywords: | Quad semiparametric spatially varying-coefficient regression model Geographically weighted regression procedure Two-step procedure Generalized cross-validation method |
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