基于福里埃数列的非参数回归模型的统计推断和应用
Suliyanto1, Toha Saifudin1, Marisa Rifada1
1Department of Mathematics, Universitas Airlangga, Surabaya, Indonesia.
MethodsX
|August 25, 2025
概括
本研究引入了非参数回归的假设测试,使用印尼区域支出数据验证其有效性. 这些发现证实了对人均支出的重大预测影响.
科学领域:
- 统计数据
- 经济计量学
背景情况:
- 非参数回归模型为周期性数据提供灵活的解决方案.
- 之前的研究专注于估计,缺乏可靠的假设测试框架.
研究的目的:
- 开发非参数回归的统计推断方法,使用福里埃数列近似.
- 引入假设测试程序,包括部分和同时测试.
- 评估模型参数在区域支出分析中的重要性.
主要方法:
- 使用非参数回归的福里埃数列近似值.
- 实施的F测试和T测试统计数据用于假设测试.
- 通过通用交叉验证 (GCV) 确定最佳振荡参数.
主要成果:
- 预测变量 (人均GDP,贫困率,劳动力参与率) 对人均支出产生显著影响.
- 通过印尼巴布亚的实际支出数据验证了该模型的有效性.
- 通过同时 (F-试验) 和部分 (T-试验) 显著性评估确认的结果.
结论:
- 开发的假设测试框架提供了一个非参数回归的强有力的方法.
- 该模型准确地确定了区域人均支出的重要预测因素.
- 这项研究提高了分析周期性经济数据的统计推断能力.
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