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基于变量选择的混合时空地理加权回归参数估计
引用本文:侯健,田茂再. 基于变量选择的混合时空地理加权回归参数估计[J]. 数学的实践与认识, 2021, 0(7): 110-118
作者姓名:侯健  田茂再
作者单位:新疆财经大学新疆社会经济统计研究中心;新疆财经大学统计与数据科学学院;中国人民大学应用统计科学研究中心;中国人民大学统计学院;兰州财经大学统计学院
基金项目:中国人民大学科研基金(中央高校基本科研业务专项资金资助)项目成果(18XNL012)。
摘    要:
混合时空地理加权回归模型作为一种有效处理空间数据全局平稳和局部非平稳的分析方法得到了广泛的应用.但其参数估计方法中假定固定系数变量已知且不存在时空效应,这一较强的前提使回归系数的估计值变得极不稳定.为探究当固定系数变量存在时空效应时的参数估计方法,本文提出一种变量选择(Variable Selection)方法来剔除指标间的交互效应,并给出相应的算法过程.通过乌鲁木齐市商品住宅真实价格数据对不同估计方法进行对比验证,结果表明,利用变量选择方法后得到的MGTWR模型性能和拟合效果得到提升,固定回归系数的估计更加稳定,原有参数估计方法得到改善.

关 键 词:混合时空地理加权回归模型  变量选择  两步估计

Parameter Estimation of Miexd-GTWR Baesd on Variable Selection
HOU Jian,TIAN Mao-zai. Parameter Estimation of Miexd-GTWR Baesd on Variable Selection[J]. Mathematics in Practice and Theory, 2021, 0(7): 110-118
Authors:HOU Jian  TIAN Mao-zai
Affiliation:(Xinjiang Center for Socio-Economic Statistics,Xinjiang University of Finance and Economics,Urumqi 830012,China;School of Statistics and Data Science,Xinjiang University of Finance and Economics,Urumqi 830012,China;Center for Applied Statistics,School of Statistics,Renmin University of China,Beijing 100872,China;School of Statistics,Renmin University of China,Beijing 100872,China;School of Statistics,Lanzhou University of Finance and Economics,Lanzhou 730101,China)
Abstract:
Mixed-Geographical and Temporal weighted regression model as a kind of effective processing spatial data of global smooth and local non-stationary analysis method has been widely used.But its parameter estimation method has a hypothesis that we have already known the fixed variable and there is no geographical and temporal effect,the hypothesis of the strong make estimates of the regression coefficient too unstable.To explore when fixed coefficient of Variable have space-time effects of the parameter estimation method,this paper proposes a variable selection method to eliminate the interaction effect between indicators,and the corresponding algorithm process is given.Through Urumqi commodity residential real price data for comparing different estimation methods validation,the results show that the use of variable Selection method after MGTWR model performance and improved fitting effect,fixed estimate of regression coefficients is more stable,the original parameter estimation methods of improvement.
Keywords:MGTWR  variable selection  two-step estimation
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