| STATISTICAL INFERENCES FOR VARYING-COEFFICINT MODELS BASED ON LOCALLY WEIGHTED REGRESSION TECHNIQUE |
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| 作者姓名： | 梅长林 张文修 梁怡 |
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| 作者单位： | MEI CHANGLIN，ZHANG WENXIU (School of Science，Xi'an jiaotong University，Xi'an 710049，China) LEUNG YEE (Department of Geography，the Chinese University of Hong Kong，Shatin，Hong Kong，China) |
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| 基金项目： | the National Natural Science Foundation of China (No.60075001) and Xi'an
Jiaotong University Natural Science Foundation. |
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| 摘 要： | 1. IntroductionIn recent y6ars, some progress has been made towards increaJsing the flexibility of linearregression models. One of the obvious extensions in this direction is the sthcalled varyingcoefficient regression models in which the regressiOn funtions are llnear in the regressors,but their coefficients are allowed to change with the value of another factor. Specificallysuppose that we have a response variable Y and regressors X1 t X2,' t Xv as well as anothervariable V. A varyingco…
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| 收稿时间： | 7 May 1999 |
Statistical inferences for varying-coefficint models based on locally weighted regression technique |
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| Mei Changlin,Zhang Wenxiu,Leung Yee.STATISTICAL INFERENCES FOR VARYING-COEFFICINT MODELS BASED ON LOCALLY WEIGHTED REGRESSION TECHNIQUE[J].Acta Mathematicae Applicatae Sinica,2001,17(3):407-417. |
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| Authors: | Mei Changlin Zhang Wenxiu Leung Yee |
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| Institution: | (1) School of Science, Xi’an Jiaotong University, 710049 Xi’an, China;(2) Department of Geography, the Chinese University of Hong Kong, Shatin, Hong Kong, China |
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| Abstract: | Some fundamental issues on statistical inferences relating to varying-coefficient regression models are addressed and studied. An exact testing procedure is proposed for checking the goodness of fit of a varying-coefficient model fited by the locally weighted regression technique versus an ordinary linear regression model. Also, an appropriate statistic for testing variation of model parameters over the locations where the observations are collected is constructed and a formal testing approach which is essential to exploring spatial non-stationarity in geography science is suggested. |
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| Keywords: | Varying-coefficient regression model locally weighted regression spatial non-stationarity p-value |
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