多效应GTWPR模型的局部线性极大似然估计OA
Local Linear Maximum Likelihood Estimation for Multi-effect Geographically and Temporally Weighted Poisson Regression Models
时空地理加权泊松回归(GTWPR)模型是时空地理加权回归(GTWR)模型的扩展,它既考虑了时空异质性,又能实现对计数型数据的建模.鉴于局部线性拟合技术改进边界效应的优点,本文提出了GTWPR模型的局部线性极大似然估计(LLMLE)方法.基于系数平均的思想,进一步给出了多效应时空地理加权泊松回归(MEGTWPR)模型的两阶段局部线性极大似然估计(TSLLMLE)方法,该方法不仅能够拟合某些解释变量的时空变化、空间变化和时间变化的非平稳关系,同时也能刻画某些变量的全局平稳关系,从而提升系数的估计精度.数值模拟结果显示,与现有的基于系数平均估计(CABE)方法相比,TSLLMLE方法可以提高系数估计的精确性,并在边界处表现出良好的性能.
Geographically and temporally weighted Poisson regression(GTWPR)models extend geographically and temporally weighted regression(GTWR)by accommodating count data while account-ing for spatial and temporal heterogeneity.Leveraging the advantages of local linear fitting techniques for mitigating boundary effects,this paper proposes a local linear maximum likelihood estimation(LLMLE)method for GTWPR.Furthermore,based on the idea of coefficient averaging,we present a two-stage local linear maximum likelihood estimation(TSLLMLE)method for multi-effect geographically and temporal-ly weighted Poisson regression(MEGTWPR)models.This approach can fit nonstationarity in certain explanatory variables across spatiotemporal,spatial,and temporal changes,while also characterizing glob-ally stationary for other variables,thereby improving the estimation accuracy of coefficients.Numerical simulations show that,compared with the existing coefficient-average-based estimation(CABE)method,the TSLLMLE method yields more accurate coefficient estimates and better boundary performance.
殷梦娜;张辉国
新疆大学数学与系统科学学院,新疆乌鲁木齐 830017新疆大学数学与系统科学学院,新疆乌鲁木齐 830017
数理科学
时空地理加权泊松回归模型多效应时空地理加权泊松回归模型局部线性极大似然估计两阶段估计
Geographically and temporally weighted Poisson regression modelMulti-effect geo-graphically and temporally weighted Poisson regression modelLocal linear maximum likelihood estima-tionTwo-stage estimation
《应用数学》 2026 (2)
397-413,17
新疆自然科学基金(2023D01C01)教育部人文社会科学研究规划基金项目(19YJA910007)
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