论文标题
贝叶斯聚类系数回归具有辅助协变量的助手随机效应
Bayesian Clustered Coefficients Regression with Auxiliary Covariates Assistant Random Effects
论文作者
论文摘要
在区域经济学研究中，一个兴趣的问题是检测区域之间的相似性，并估算其在经济学模型中的共同系数。在本文中，我们提出了有限混合物（MFM）聚集回归模型与辅助协变量的混合物，这些协变量解释了空间领域的人口统计学或经济特征的相似性。我们的贝叶斯结构既提供了簇数和聚类配置的推断，也提供了每个群集参数的估计。通过模拟实验说明了所提出的模型的经验性能，并进一步应用于佐治亚州每月住房成本的影响因素的研究。
In regional economics research, a problem of interest is to detect similarities between regions, and estimate their shared coefficients in economics models. In this article, we propose a mixture of finite mixtures (MFM) clustered regression model with auxiliary covariates that account for similarities in demographic or economic characteristics over a spatial domain. Our Bayesian construction provides both inference for number of clusters and clustering configurations, and estimation for parameters for each cluster. Empirical performance of the proposed model is illustrated through simulation experiments, and further applied to a study of influential factors for monthly housing cost in Georgia.
