期刊名称：Journal of Theoretical and Applied Information Technology
印刷版ISSN：1992-8645
电子版ISSN：1817-3195
出版年度：2016
卷号：92
期号：1
出版社：Journal of Theoretical and Applied
摘要：The use of ordinary linear regression model in spatial heterogeneity data often does not suitable within the data points, especially the relationship between response variable and explanatory variables. Therefore, the geographically weighted t regression (GWtR) is used to overcome spatial heterogeneity term. The model is an extension of geographically weighted regression (GWR) which the response variable follows multivariate t distribution. The aim of this study is to obtain the estimator of geographically weighted multivariate t regression (GWMtR) model with known degrees of freedom. The maximum likelihood estimation (MLE) method will be applied to maximize a weighted logarithm likelihood function. Based on the EM algorithm, the estimator of geographically weighted multivariate t regression model can be determined.
关键词：Maximum Likelihood Estimation (MLE); EM Algorithm; Geographically Weigted Regression; Multivariate t Model
