混合地理加权回归模型的统计推断-概率论与数理统计专业论文.docxVIP

AbstractGeographically Abstract Geographically weighted regression model is widely used in spatial data anal- ysis．Mixed geographically weighted regression model as an extension of the ge- ographical weighted regression model has very important actual value．In this paper，analysis for mixed geographically weighted regression is divided into two parts：In the first part，the precision and coefficients of parameter constraint estimation of Mixed geographically weighted regression prove to be well．Baced on F—approximation methods we built model test statistics and compare the constraints estimations solved by Two-step estimation method with the Back- fittings’．Test the accuracy and validity of the test statistics；ON the other hand， error with in mixed geographically weighted regression model were discussed， according to Moran’S I，Geary’S C statistics and F approximation method to construct the spatial autocorrelation of the test statistic．Finally,a numerical simulation of the test statistics carried out to verify． Keywords：Mixed geographically weighted regression，Constrained estimators， Spatial autocorrelation，F-approximation，Two-step estimation，Back-fitting es- timation 目 目 录 摘要 ．． i Abstract．．．．．···．·．··．·．···．-．．·．．···．．．．··．．．．·．．．．．．．．．．．．．．．．．．．．．．．iii 目录 ．． v 第一章 引言 ．． 1 1．1 空间计量经济学 1 1．2 地理加权回归模型 ． 2 1．2．1 GWR模型的定义 2 1．2．2 GWR模型的拟合方法 ．． 3 1．2．3权重的定义及选择 4 1．3 混合地理加权回归模型 5 1．3．1 MGWR模型的定义 ． 5 1．3．2 MGWR模型的拟合方法 6 1．3．3权重的定义及选择 7 1．4 本文安排 ． 7 第二章 MGWR模型的约束估计与检验 ． 9 2．1 约束最小二乘估计 ． 9 2．2 基于Back．Fitting方法的模型约束估汁闷题 ．10 2．2．1 基于Back-Fitting方法的MGWR模型一般估讨．|lI习题 10 2．2．2 基于Back-Fitting方法的MGWR模捌约束估计问题 11 2．3 基于PLES方法的模犁约束估计与检验 ．．12 2．3．1 基于PLES方法的MGWR模型的估计 ．12 2．3．2 模型PLES约束竹计 ．13 2．3．3约束条件检验 2．3．3约束条件检验 ．．14 2．4模拟试验 ．16 2．4．1试验设计 16 2．4．2 两种方法约束估计效果检验 17 2．4．3渐进F分布有效性检验 ．17 2．4．4模型假设检验精度 19 第三章基于混合地理加权回归模型误差空间自相关的检验 ．．23 3．1介绍 23 3．2误差的空间自相关 ．24 3．3基于Moran’S I万法的检验 ．．25 3．4基于Geary’S C方法的检验 ．．27 3．5模拟试验 ．28 3．5．1试验设计 ．： ．28 3．5．2 统汁鬣有效掀及精度测试 ．．29 第四章总结与展望 ．31 参考文献 ．．． 33 发表