| 具有自相关误差变系数回归模型的局部线性估计 |
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| 引用本文： | 续秋霞,王立强,冯文娟,刘宣会,李海洋. 具有自相关误差变系数回归模型的局部线性估计[J]. 山西大学学报(自然科学版), 2011, 34(4): 577-579 |
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| 作者姓名： | 续秋霞 王立强 冯文娟 刘宣会 李海洋 |
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| 作者单位： | 1. 西安工程大学理学院,陕西西安,710048
2. 西藏民族学院信息工程学院,陕西咸阳,712082 |
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| 基金项目： | 国家自然科学基金(11026201/A010403); 陕西省教育厅自然科学基金(JK0499) |
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| 摘 要： | 变系数回归模型误差具有自回归结构时,基于重新改写具有自回归误差的变系数回归模型为独立误差的变系数回归模型,文章提出其局部线性估计方法.模拟结果显示该估计方法是有效的.
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| 关 键 词： | 变系数回归模型 误差自相关 局部线性估计 |
Local Linear Estimation in Varying Coefficient Regression Model with Autocorrelated Errors |
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| XU Qiu-xia , WANG Li-qiang , FENG Wen-juan , LIU Xuan-hui , LI Hai-yang. Local Linear Estimation in Varying Coefficient Regression Model with Autocorrelated Errors[J]. Journal of Shanxi University (Natural Science Edit, 2011, 34(4): 577-579 |
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| Authors: | XU Qiu-xia WANG Li-qiang FENG Wen-juan LIU Xuan-hui LI Hai-yang |
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| Affiliation: | XU Qiu-xia1,WANG Li-qiang2,FENG Wen-juan1,LIU Xuan-hui1,LI Hai-yang1(1.Science College,Xi'an Polytechnic University,Xi'an 710048,China,2.Information Technology Institute,Tibet Institute for Nationalities,Xianyang 712082,China) |
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| Abstract: | A new local linear estimation for varying coefficient regression model is introduced.Specifically,this estimator works on a prewhitening transformation of the dependent variable,and a simulation shows that it is more efficient than the conventional estimator which works on the original dependent variable when the errors of the model are autocorrelated. |
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| Keywords: | varying coefficient regression model autocorrelated errors local linear estimation |
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