收稿日期: 2014-11-21
网络出版日期: 2016-08-30
基金资助
国家自然科学基金资助项目(11371242)
Semi-parametric ordinal variable regression model
Received date: 2014-11-21
Online published: 2016-08-30
熊笛, 何幼桦 . 半参数顺序变量回归模型[J]. 上海大学学报(自然科学版), 2016 , 22(4) : 477 -485 . DOI: 10.3969/j.issn.1007-2861.2014.04.010
Based on a proportional odds model, the ordinal variable regression model is generalized, a semi-parametric ordinal regression model is established, and consistency of the estimators both in linear and nonlinear parts are proved in this paper. Simulation is conducted to analyze the correct rate and mean square error in the semi-parametric ordinal variable regression model with different sample sizes. The result shows that the semi-parametric ordinal regression model has high accuracy even with small samples. Compared to the number of observation points, the repeat number of experimental points has greater influence on accuracy. Calculation of the grain price warning problem shows that the semi-parametric ordinal regression model provides better extrapolation results than the proportional odds model.
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