基于核函数的门限众数回归模型估计

doi:10.6040/j.issn.1671-9352.0.2025.255

摘要/Abstract

摘要： 基于核函数方法得到门限众数回归模型中门限位置的有效估计,并证明门限位置估计的大样本性质,改进格点搜索法与线性化技术的不足。通过数值模拟验证该估计的有效性和稳健性。基于城镇居民家庭收入的实证分析表明,收入水平与受教育年限呈正相关关系,且教育水平在本科前后存在门限。

关键词: 门限, 众数回归模型, 核函数, 大样本性质

Abstract: For the threshold modal regression model, effective estimate of the threshold location is constructed using the kernel-based method, and the large-sample properties of the threshold location estimation are established, thereby overcoming the limitations of grid search and linearization techniques. The effectiveness and robustness of the estimation are verified by numerical simulations. An empirical analysis based on the income of urban households shows that income is positively correlated with the education level, and there is a threshold around the undergraduate education level.

Key words: threshold, modal regression model, kernel function, large sample property

中图分类号:

O212

王小刚,朱青君,师亚婷. 基于核函数的门限众数回归模型估计[J]. 《山东大学学报(理学版)》, 2026, 61(9): 1-13.

WANG Xiaogang, ZHU Qingjun, SHI Yating. Kernel-based estimation for threshold modal regression model[J]. JOURNAL OF SHANDONG UNIVERSITY(NATURAL SCIENCE), 2026, 61(9): 1-13.

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