• 论文 •

### 半参数变系数回归模型的空间相关性检验

• 出版日期:2015-07-15 发布日期:2015-07-17

### Testing Spatial Correlation in Semi-parametric Varying Coefficient Regression Models

Chen Jianbao Qiao Ningning

• Online:2015-07-15 Published:2015-07-17

Abstract: Based on the semi-parametric varying coefficient regression model, a new testing statistic for spatial correlation is constructed. The corresponding approximation of value is derived by employing the third-moment method. The Monte Carlo simulation studies show that the proposed testing statistic has good accuracy and reliability. Meanwhile, we investigate the simulation results of testing powers for different error terms, which show that the testing method has high robustness. Furthermore, the bootstrap method and simulation results for the testing statistic are given.