统计与决策2024,Vol.40Issue(5):50-55,6.DOI:10.13546/j.cnki.tjyjc.2024.05.009
空间断点回归交互效应模型设定方法及其应用
Setting Method of Interactive Effect Model in Spatial Discontinuity Regression and Its Application
摘要
Abstract
The experimental scenario using spatial discontinuity regression to realize statistical inference of causality deter-mines that the interactive effect is its intrinsic feature.The existing methods for setting up interactive effect models have not fully considered the spatial relationship between variables,limiting their application to micro-level analysis.In the framework of spatial discontinuity regression analysis,this paper proposes a more generalized approach to modeling interactive effects,expands its ap-plication to macro-level analysis such as inter-regional differences,and fully explores the main statistical assumptions,model set-ting methods,and statistical inference methods for identifying interactive effects,as well as the impact of neglecting interactive ef-fects.Based on this approach,an experimental design,statistical inference,and evaluation are conducted on the economic effects of Chongqing upgraded to a municipality directly under the central government.The empirical analysis is shown as follows:When the interactive effect model is properly used for statistical inference,both the estimated values of the treatment effect and the inter-active effect are significantly positive,and the t-test of the treatment effect is more significant,and its estimated value is signifi-cantly greater than that of the common spatial discontinuity regression model within a certain spatial range.The conclusion is basi-cally robust.关键词
空间断点回归/交互效应/实验设计/重庆市经济效应Key words
spatial discontinuity regression/interactive effect/design of experiments/economic effect of Chongqing Munici-pality分类
管理科学引用本文复制引用
戚兆坤,隋博文,李红..空间断点回归交互效应模型设定方法及其应用[J].统计与决策,2024,40(5):50-55,6.基金项目
国家自然科学基金资助项目(71763002) (71763002)
国家社会科学基金资助项目(22XGL006) (22XGL006)
广西学位与研究生教育改革课题(JGY2020175) (JGY2020175)