统计研究 ›› 2017, Vol. 34 ›› Issue (11): 118-128.doi: 10.19343/j.cnki.11-1302/c.2017.11.011

• • 上一篇    

基于最优化算法的众数回归理论及其在收入分配中的应用

田茂茜 虞克明   

  • 出版日期:2017-11-15 发布日期:2017-11-25

Applications on the Income Distribution Field Based on the Optimization Algorithm with Mode Regression Theory

Tian Maoxi & Yu Keming   

  • Online:2017-11-15 Published:2017-11-25

摘要: 经典众数回归模型可以准确刻画因变量条件众数与自变量之间关系,是均值回归和分位数回归模型的重要补充。本文提出使用遗传算法、模拟退火算法等最优化算法估计经典众数回归模型系数向量,并给出了相应的统计检验方法,弥补了经典众数回归模型因为没有渐进理论而无法给出显著性检验方法的缺陷。在实证分析中,本文利用众数回归分析方法研究了中国城镇居民的收入影响因素,发现占最大比例城镇居民教育收益率仅为3.3%,远低于均值回归、中位数回归10%的教育收益率;经验年限拐点为11年,远低于均值回归、中位数回归22年的拐点;对于占最大比例群体而言,签有劳动合同者收入比没有签订劳动合同者收入高15%左右。基于上述结果从教育、技术培训、法律等方面给出了调节贫富差距的政策建议。

关键词: 众数回归模型, 遗传算法, 模拟退火算法, 收入

Abstract: The classical mode regression model is mainly used to describe the relationship between the conditional mode of dependent variable and the independent variable, which is an important supplement to the mean regression and the quantile regression model. In this paper, we propose the optimization algorithms based on the genetic algorithm and simulated annealing algorithm to solve the parameter estimation vector of the classical mode regression model. The corresponding statistical test method is given, which makes up the lack of significant test method due to the absence of asymptotic theory for the classical mode regression model. In the empirical analysis, based on the Chinese General Social Survey data in 2010, this paper studies the impact factor of urban residents' income using the mode regression. The classical mode regression results indicate that the rate of return to education based on mode regression is 3.3%, far lower than the rate of return to education based on the mean regression and median regression, which is about 10%; the extreme value of experience is about 11 years based on the mode regression, far below the extreme value of experience based on the mean regression and median regression, which is 22 years more; for the largest proportion of urban residents, the income of labor contractors is about 15% higher than that of those who have not signed a labor contract. Based on these results, policy recommendations on narrowing the gap between the rich and the poor are given from education, technical training, and implementation of the law.

Key words: Mode Regression model, Genetic Algorithm, Simulated Annealing Algorithm, Income