关于空间回归模型残差项分布未知的研究
Research on Spatial Regression Model with Unknown Distribution Residuals

作者: 滕德雄 , 张辉国 , 胡锡健 :新疆大学,数学与系统科学学院,新疆 乌鲁木齐;

关键词: 剖面似然方法残差项分布未知空间回归模型Pro?le Likelihood Method Unknown Distribution Residuals Spatial Regression Model

摘要: 文章分析了剖面似然方法,在残差项分布未知的条件下研究了空间回归模型的回归系数的估计问题,并在模拟实验中与二阶段最小二乘方法做比较,得出剖面似然方法所得到的参数估计更加稳健的结论。

Abstract: This paper analyzed the profile likelihood method, mainly studied the estimation of regression coefficients under the condition of unknown distribution of residuals of spatial regression model and made some simulation experiments comparing with two-stage least squares method. The simu-lation obtained the conclusions that the parameter estimated by profile likelihood method dem-onstrated more robust.

文章引用: 滕德雄 , 张辉国 , 胡锡健 (2016) 关于空间回归模型残差项分布未知的研究。 统计学与应用, 5, 75-79. doi: 10.12677/SA.2016.52009

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