半参数回归模型的局部回归估计方法

Local Regression Estimation of the Semipar Ametric Models

本文将核权局部回归的思想应用于半参数回归模型中无参数回归部分的估计 ,提出两阶段局部回归估计方法及其估计步骤 ,并应用于进出口对通货膨胀影响的建模。

This paper studies the semiparametr in models using a non parametrie local fitting techinque and gives the two stage local regression estimation. We establish a semiparametric for chinese inflation tha provides a better fit than the regression model.