统计与决策2024，Vol.40Issue(4)：17-22,6.DOI:10.13546/j.cnki.tjyjc.2024.04.003
半参数空间自回归变系数模型的统计推断
Statistical Inference of Semi-parametric Spatial Autoregressive Variable Coefficient Model
摘要
Abstract
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.关键词
空间非平稳性/空间自相关性/统计推断/多重检验Key words
spatial non-stationarity/spatial autocorrelation/statistical inference/multiple test分类
管理科学引用本文复制引用
陈凤,刘嘉慧..半参数空间自回归变系数模型的统计推断[J].统计与决策,2024,40(4):17-22,6.基金项目
国家社会科学基金重点项目(20AGL004) （20AGL004）
