帽子矩阵法探测临港产业集群生态系统跨越性发展的研究  

Analysis of Hat Matrix Method for Detecting Leapfrog Development of Port-Neighboring Industry Zone Ecosystem

作　　者：常文千 史宝娟 耿雪倩 杨悦婷 CHANG Wen-qian;SHI Bao-juan;GENG Xue-qian;YANG Yue-ting(School of Economics,North China University of Science and Technology,Tangshan Hebei 063210,China;Taxation Bureau of Nanpu Economic Development Zone,State Administration of Taxation,Tangshan Hebei 063305,China)

机构地区：[1]华北理工大学经济学院,河北唐山063210 [2]国家税务总局河北唐山南堡经济开发区税务局,河北唐山063305

出　　处：《华北理工大学学报（社会科学版）》2019年第6期32-40,共9页Journal of North China University of Science and Technology(Social Science Edition)

基　　金：河北省自然基金“临港产业集群创新生态系统的构建及运行机制研究”(G2015209262);河北省高层次人才资助项目“基于生态承载力的区域产业转移及协同发展的机制与政策研究”(A2017002012)研究成果

摘　　要：临港产业集群生态系统跨越性发展预测模型不确定和不完整,学界对跨越性发展产生异方差分析主要有基于Bartlett定理的Ljung-Box法和基于经典回归的拉格朗日法。对于这两种方法可靠性和缺陷的讨论鼓励了新的异方差性探测方法的探索与提出,帽子矩阵是由自变量的运算得到的一类正交投影矩阵,在最小二乘法的目标函数预测和杠杆作用计算中应用广泛。帽子矩阵法探测异方差性正是应用了其对突然性的离群点敏感的特性,对方差的异样变化能进行敏感,精确地探测。通过帽子值和残差的综合运用,定义了跳动范围比和上下频率比两个统计量,给出了上海市临港产业集群生态系统近期跨越性发展发生的可能性较低的结论。The predictive model of the leapfrog development of the port-neighboring industry zone ecosystem is uncertain and incomplete.The academic analysis of the heteroscedasticity of the leap-forward development mainly includes the Ljung-Box method based on Bartlett's theorem and the Lagrange method based on classical regression.The discussion of the reliability and defects of these two methods encourages the exploration and presentation of new heteroscedasticity detection methods.The hat matrix is a kind of orthogonal projection matrix obtained by the operation of independent variables,which is frequently used in the objective function prediction based on least squares method and leverage calculations.The hat matrix method for detecting heteroscedasticity is relied on its characteristic that it is sensitive to sudden outliers,so the heterogeneous variation of the unusual difference can be detected sensitively and accurately.Through the comprehensive application of the hat value and the residual,two statistics such as the beating range ratio and the upper and lower frequency ratio are defined,which gives the possibility of detecting leapfrog development of Shanghai.

关 键 词：产业集群生态系统 跨越性发展 帽子矩阵 ARCH模型 异方差性 

分 类 号：F062.9[经济管理—政治经济学]