非线性半参数模型最小二乘近邻估计

Least square nearest neighbor estimator of non-linear semiparametric models

目前对非线性半参数模型的研究尚处于初级阶段,关于非线性半参数模型的计算理论还未见实质性报道.基于非线性半参数模型最小二乘近邻估计,给出了其参数分量和非参数分量估计的构造式,导出了参数分量和非参数分量顾及二次项直接解法的非线性直接解法.基于工程实际中的非线性模型用模拟数据进行计算,证明对于非线性半参数模型最小二乘近邻估计,可采用顾及二次项的直接解法.

Nonlinear semiparametric model is under developing, this paper focuses on the nearest neighbor estimating theory of nonlinear semiparametric models under the least square principle, including the calculating formulae of the estimation of parametric and nonparametric components, and gives the direct nonlinear estimating formulas of nearest neighbor estimator. Based on the calculation of GPS data, this paper proves that as to the least square nearest neighbor estimating of nonlinear semiparametric models, we can use direct estimating methods considering the second order items.