空间自回归模型对中国大气污染的影响分析

IF 1.5 3区数学 Q2 STATISTICS & PROBABILITY

Statistica Sinica Pub Date : 2024-01-01 DOI:10.5705/ss.202021.0119

Hsuan-Yu Chang, Jihai Yu

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引用次数: 0

摘要

研究空间自回归模型的影响分析及其渐近推断。我们建议使用delta方法，它使我们能够以显式形式获得色散。此外，我们还提供元素影响分析。我们首先研究了横截面案例，其中引入了各种影响来测量空间维度上的相互作用和反馈效应。然后，我们研究了空间动态面板的情况下，同时空间和动态反馈的影响。蒙特卡罗结果表明，所提出的冲击分析具有令人满意的有限样本性质。最后，运用影响分析方法探讨气象因子和大气污染物对pm2的影响。5个在中国城市。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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Impact Analysis for Spatial Autoregressive Models: With Application to Air Pollution in China

: In this paper, we investigate impact analysis and its asymptotic inference for spatial autoregressive models. LeSage and Pace (2009) introduce impact analysis for spatial models and use Monte Carlo simulations to compute the dispersion. We propose to use the delta method, which enables us to obtain the dispersion in an explicit form. In addition, we provide the element-wise impact analysis. We ﬁrst study the cross-sectional case, where various impacts are introduced to measure the interaction and feedback eﬀects in a space dimension. We then study the spatial dynamic panel case with simultaneous spatial and dynamic feedback involved in the impacts. Monte Carlo results show that the proposed impact analysis has satisfactory ﬁnite sample properties. Finally, we apply impact analysis to investigate how meteorological factors and air pollutants aﬀect PM 2 . 5 in Chinese cities.

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来源期刊

Statistica Sinica 数学-统计学与概率论

CiteScore

2.10

自引率

0.00%

发文量

审稿时长

10.5 months

期刊介绍： Statistica Sinica aims to meet the needs of statisticians in a rapidly changing world. It provides a forum for the publication of innovative work of high quality in all areas of statistics, including theory, methodology and applications. The journal encourages the development and principled use of statistical methodology that is relevant for society, science and technology.