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Abstract

In order to study the semi-parametric spatiotemporal variable coefficient regression model, firstly, the parametric and non-parametric models are introduced. Based on the spatiotemporal variable coefficient model and estimation method, a semi-parametric spatiotemporal variable coefficient model is established. According to the two-step estimation simulation experiment of semi-parametric space-time variable coefficient model, three groups of numerical experiments of semi-parametric spatiotemporal variable coefficient model are carried out. The experimental results show that the semi-parametric regression model has both the advantages of parametric model and non-parametric model, and the estimated value is very close to the real value. After combining the semi-parametric and time-varying coefficient regression model, the fitting effect of the model is better, and the estimation accuracy is obviously improved.

Keywords

Semi-parameter variable coefficient regression model

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Semiparametric spatiotemporal variable coefficient regression model

Abstract

Keywords

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References