统计与决策2024，Vol.40Issue(5)：56-61,6.DOI:10.13546/j.cnki.tjyjc.2024.05.010
消费需求分析中的模型选择
Model Selection in Consumption Demand Analysis
摘要
Abstract
Based on the panel data of rural residents'consumption expenditure on goods and services in 31 provinces of Chi-na from 2000 to 2021,five complete demand system models,including Double-Log model,LES model,Rotterdam model,AIDS model and QUAIDS,which can reflect the axiom of consumer choice by applying theoretical constraints,are analyzed in-and out-of-sample goods and services consumption demand forecast evaluation research.The results go as below:The prediction per-formance of QUAIDS model is the best,followed by AIDS model and Double-Log model,and LES model and Rotterdam model are relatively inferior.The prediction error of the model function method is obviously greater than that of the elastic mean method,and the elastic mean method is better than the model function method.Whether the absolute values,significance and positive and neg-ative signs of the elasticity of economic variables and non-economic variables conform to economic theory and reality helps to judge the appropriateness of model selection,but it cannot be used as a basis to determine the merits of the model.Therefore,it is necessary to select an appropriate demand analysis model through in-sample and out-of-sample prediction evaluation,especially out-of-sample prediction evaluation.关键词
模型选择/弹性均值方法/消费需求/农村居民Key words
model selection/elastic mean method/consumption demand/rural residents分类
管理科学引用本文复制引用
问锦尚,朱文博,郑志浩..消费需求分析中的模型选择[J].统计与决策,2024,40(5):56-61,6.基金项目
中国农业科学院科技创新工程项目(10-IAED-08-2023) （10-IAED-08-2023）
中国社会科学院创新工程项目(2024NFSB09) （2024NFSB09）
中国社会科学院"青启计划"项目(2024QQJH109) （2024QQJH109）
北京市社会科学基金研究基地项目(18JDGLB046) （18JDGLB046）
