半参数空间自回归变系数模型的统计推断OA北大核心CHSSCDCSTPCD

The semi-parametric spatial autoregressive variable coefficient model has a broad application prospect because it takes into account both the spatial autocorrelation of dependent variables and the spatial heterogeneity of regression relations.Based on contour quasi-maximum likelihood estimation,this paper proposes a significance test method of constant coefficient and local coefficient to identify the zero-value coefficient in the model,so as to understand the change characteristics of regression re-lations more deeply.At the same time,is also given the solution of multiple tests which may be involved in local tests.Simulation experiments verify the validity of the proposed test method,and the empirical analysis based on the house price data of Boston in USA verifies the application effect of the test method.