| 乔宁宁.混合地理加权回归模型中的空间相关性检验和参数估计研究[J].数量经济技术经济研究,2013,30(8):93-108 |
| 混合地理加权回归模型中的空间相关性检验和参数估计研究 |
| A Study on Spatial Correlation Test and Parameter Estimation in Mixed Geographically Weighted Regression Models |
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| DOI： |
| 中文关键词: MGWR模型 空间相关性 空间异质性 |
| 英文关键词: Mixed Geographically Weighted Regression Model Spatial Correlation Spatial Heterogeneity |
| 基金项目: |
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| 中文摘要: |
| 对混合地理加权回归模型，提出新的空间相关性检验统计量，利用三阶矩?2逼近方法导出了其检验p-值的近似计算公式，模拟结果显示该检验统计量在检测空间相关性方面具有满意的功效。为了处理数据中可能同时存在的空间相关性和空间异质性，引入一类新的混合地理加权空间滞后回归模型，模拟结果表明该估计方法具有较高的可靠性和稳健性，与全局空间滞后回归模型比较，混合地理加权空间滞后回归模型在处理空间异质性方面具有更优良的表现。 |
| 英文摘要: |
| Based on the mixed geographically weighted regression model, a new testing statistic for spatial correlation is constructed. The corresponding approximation of p-value is derived by employing the third-moment ?2 method. The simulation results demonstrate that the proposed test has satisfactory power in detecting spatial correlation. In order to deal with the simultaneous existence of spatial correlation and spatial heterogeneity in a dataset, we introduce a new class of mixed geographically weighted spatial lag regression model. The simulation study shows that the estimation method has good reliability and robustness. Comparing with global spatial lag regression model, the new model has better performance in processing spatial heterogeneity. |
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