基于非参数Panel data模型的居民边际消费区域差异性分析——以山西省为例

基于非参数局部线性估计方法,建立了一种固定效应非参数Panel data模型,并利用2001—2019年山西省11个地市的农村居民消费与收入数据进行了实证检验.结果显示:非参数Panel data模型的拟合误差显著小于参数Panel data模型的拟合误差,同时非参数模型变化的边际消费比固定的参数模型的边际消费更为合理.该研究结果可为政府相关部门制定不同区域的消费政策提供参考.

Analysis on regional differences of residents' marginal to consume based on nonparametric Panel data models--Taking Shanxi Province for example

Based on the nonparametric local linear estimation method, Panel data fixed effect nonparametric models for rural residents' consumption and net income are established respectively, and an empirical test is carried out with data in 11 cities of Shanxi Province from 2001 to 2019.The results show that the fitting error of nonparametric Panel data models are significantly smaller than that of parametric Panel data models.Meanwhile, the dynamical fluctuation of the marginal consumption tendency for the nonparametric models is more reasonable than the constant marginal consumption tendency for the parametric models.It can provide some reference for relevant government departments to formulate consumption policies in different regions.