Weighted Semiparameter Model and Its Application

Abstract

A weighted semiparameter estimate model is proposed. The parameter components and nonparameter components are weighted. The weights are determined by the characters of different data. Simulation data and real GPS data are both processed by the new model and least square estimate, ridge estimate, and semiparameter estimate. The main research method is to combine qualitative analysis and quantitative analysis. The deviation between estimated values and the true value and the estimated residuals fluctuation of different methods are used for qualitative analysis. The mean square error is used for quantitative analysis. The results of experiment show that the model has the smallest residual error and the minimum mean square error. The weighted semiparameter estimate model has effectiveness and high precision.