响应变量缺失下变系数模型的分位数回归
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Quantile Regression of Varying Coefficient Model with Missing Response Variables
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    摘要:

    针对响应变量随机缺失情况下变系数分位数回归模型的非参数估计问题,提出了将B样条和逆概率加权相结合的估计方法。缺失数据在统计工作中难免会遇到,首先用logistic模型产生响应变量的缺失概率,然后对变系数模型的系数函数采用B样条逼近技术,利用缺失概率构建逆概率加权分位数回归的损失函数,得到模型的未知系数函数估计;在模拟研究中,将得到的估计与直接使用完全数据的估计方法进行对比,发现在响应变量随机缺失下,将B样条和逆概率加权相结合的变系数模型分位数回归在有限样本情况下表现良好,模拟研究结果表明该方法有效;最后将所研究的方法运用到挪威公共道路管理局收集的奥斯陆地区相关数据中,研究了空气中二氧化氮浓度与道路车流量和风速之间的关系,得出合理的结论,进一步证明了该方法的合理性。

    Abstract:

    Aiming at the problem of non parameter estimation of varying coefficient quantile regression model in the case of random missing response variables, an estimation method combining Bspline and inverse probability weighting is proposed. Missing data is inevitable in statistical work. Firstly, the missing probability of response variable is generated by logistic model. Then, the coefficient function of varying coefficient model is approximated by Bspline. The loss function of inverse probability weighted quantile regression is constructed by using missing probability, and the estimation of unknown coefficient function is obtained. In the simulation study, the estimation is compared with the estimation method using complete data directly. It is found that the quantile regression of variable coefficient model combining Bspline and inverse probability weighting performs well in the case of limited samples in the case of random missing of response variables, and simulation results show that the method is effective. Finally, the research method is applied to the relevant data of Oslo collected by the Norwegian Public Roads Administration, and the relationship between the concentration of nitrogen dioxide in the air and the road traffic flow and wind speed is studied. The reasonable conclusion is drawn, which further proves the rationality of the proposed method.

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叶瑶, 袁德美.响应变量缺失下变系数模型的分位数回归[J].重庆工商大学学报(自然科学版),2022,39(2):46-52
YE Yao, YUAN De-mei. Quantile Regression of Varying Coefficient Model with Missing Response Variables[J]. Journal of Chongqing Technology and Business University(Natural Science Edition),2022,39(2):46-52

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  • 在线发布日期: 2022-03-25
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