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异方差混合地理加权回归模型的正交投影估计

古丽斯坦·库尔班尼牙孜 孟丽君 田茂再

统计与决策2024,Vol.40Issue(15):52-58,7.
统计与决策2024,Vol.40Issue(15):52-58,7.DOI:10.13546/j.cnki.tjyjc.2024.15.009

异方差混合地理加权回归模型的正交投影估计

Orthogonality Projection-based Estimation for Mixed Geographically Weighted Regression Models With Heteroscedasticity

古丽斯坦·库尔班尼牙孜 1孟丽君 1田茂再2

作者信息

  • 1. 新疆财经大学 统计与数据科学学院,乌鲁木齐 830012
  • 2. 新疆财经大学 统计与数据科学学院,乌鲁木齐 830012||中国人民大学应用统计科学研究中心,北京 100872||中国人民大学统计学院,北京 100872
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摘要

Abstract

This paper proposes a new estimation method for the mixed geographically weighted regression models with spatial heteroscedasticity of error terms.This method combines the idea of orthogonal projection,local linear estimation,and generalized least squares estimation to separately estimate the constant coefficients,coefficient functions and variance functions in the model.The performance of the proposed method is verified through numerical simulation.The simulation results show that the proposed method performs better than existing reweighted estimation methods.Finally,the practicality of the proposed method is verified through empirical research based on the cultural consumption and influencing factors of urban residents.

关键词

混合地理加权回归模型/正交投影估计/空间异方差性/局部线性估计

Key words

mixed geographically weighted regression model/orthogonal projection estimation/spatial heteroscedasticity/lo-cal linear estimation

分类

数理科学

引用本文复制引用

古丽斯坦·库尔班尼牙孜,孟丽君,田茂再..异方差混合地理加权回归模型的正交投影估计[J].统计与决策,2024,40(15):52-58,7.

基金项目

新疆维吾尔自治区社会科学基金项目(22VZX021) (22VZX021)

新疆财经大学高层次人才专项项目(2023XGC006) (2023XGC006)

新疆维吾尔自治区普通高校人文社会科学重点研究基地基金项目(XJEDU2023P011) (XJEDU2023P011)

统计与决策

OA北大核心CHSSCDCSSCICSTPCD

1002-6487

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