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。
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.
出处
《统计与信息论坛》
2005年第1期16-19,50,共5页
Journal of Statistics and Information
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
Quad semiparametric spatially varying-coefficient regression model
Geographically weighted regression procedure
Two-step procedure
Generalized cross-validation method.
