不同时期,我国城镇居民消费行为存在很大的差异,这一点利用传统的计量经济模型无法解释,本文尝试将非参数估计理论引入到回归模型中来,通过建立非参数回归模型、半参数模型及普通的线性回归模型对我国城镇居民可支配收入及消费支出之间的关系进行比较研究,得出非参数回归模型优于普通的参数回归模型。 In different periods, the consumption behavior of urban residents in China is quite different. This point can not be explained by the traditional econometric model. This paper attempts to introduce the non-parametric estimation theory into the regression model. Through the establishment of non-parametric regression model, semi-parametric model and The general linear regression model compares the relationship between disposable income and consumption expenditure of urban residents in our country and finds that the nonparametric regression model is superior to the ordinary regression model.