| 摘要: |
| 通过对重庆市1995—2018年城乡居民人均可支配收入与消费水平数据分析，发现尽管均值回归拟合该数据效果较好，但从残差图来看存在异方差，采用最小二乘法估计人均收入与消费的关系会导致回归结果出现偏差，而分位数回归能解决好这一问题，因此，决定采用分位数回归分析此数据。分析结果表明:从拟合平均绝对误差来看，中位数回归优于均值回归；在不同分位点上，城乡居民人均收入和消费支出始终呈正相关；从99个分位点的系数估计图来看，城镇居民在低分位点时人均收入对农村居民的消费水平影响较大，高分位点则影响较小；农村居民则相反，在中、高分位点时影响较大。 |
| 关键词: 分位数回归 居民消费水平 人均可支配收入 |
| DOI： |
| 分类号: |
| 基金项目: |
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| Quantile Regression Estimation of Per Capita Disposable Income and Consumption of Urban and Rural Residents in Chongqing |
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ZUO Si-jing，YANG Yi-ping
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School of Mathematics and Statistics, Chongqing Technology and Business University，Chongqing 400067,China
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| Abstract: |
| Based on the analysis of urban and rural residents’ per capita disposable income and consumption levels in Chongqing from 1995 to 2018, it is found that although the regression of the mean fits the data well, there is heteroscedasticity from the residual plot.It will tend to the biased regression results for the per capita disposable income and consumption relationship when we use the least square method but the quantile regression can be a very good solution to this problem.Therefore, it was decided to analyze this data using quantile regression.The results show that median regression is better than mean regression in terms of the average absolute error of the fitting; At different quantiles, the per capita income and consumption of urban and rural residents are always positively correlated; From the coefficient estimation map of the 99 quantiles,the per capita income of urban residents at low quantiles has a greater impact on the consumption levels of urban residents while high quantiles have a smaller impact;For rural residents, on the contrary,the per capit income has a greater impact at middle and high quantiles. |
| Key words: quantile regression residents consumption level per capita disposable income |
