| 半参数空间变系数回归模型的Back-Fitting估计 |
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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Back-Fitting估计[J].数学的实践与认识,2006,36(3):177-184. |
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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,西安,710049 |
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| 摘 要： | 针对半参数空间变系数回归模型给出了一种估计方法-后向拟合估计,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,最后,利用该方法分析了一个实际的例子.
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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 后向拟合法 广义交叉证实法 |
| 修稿时间： | 2004年3月18日 |
Back-Fitting Procedure for Semiparametric Spatially Varying-Coefficient Regression Model |
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| WEI Chuan-hua,MEI Chang-lin.Back-Fitting Procedure for Semiparametric Spatially Varying-Coefficient Regression Model[J].Mathematics in Practice and Theory,2006,36(3):177-184. |
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| Authors: | WEI Chuan-hua MEI Chang-lin |
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| Abstract: | This paper proposes a novel 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,finally,we analysis a real data. |
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| Keywords: | semiparametric spatially varying-coefficient regression model geographically weighted regression procedure back-fitting procedure generalized cross-validation method |
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