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两个部分线性模型的比较
  • ISSN号：1002-4565
  • 期刊名称：《统计研究》
  • 时间：0
  • 分类：O212.1[理学—概率论与数理统计;理学—数学]
  • 作者机构：[1]中央民族大学理学院讲师, [2]中国人民大学统计学院教授
  • 相关基金：本研究受全国统计科学研究计划项目（2006B24）,国家自然科学基金重点资助项目（No.10431010）,教育部人文社会科学重点研究基地重大项目（05JJD910001）和中国人民大学应用统计科学研究中心资助.
作者： 魏传华[1], 吴喜之[2]
关键词： 部分线性模型, 局部线性光滑, Profile最小二乘估计, F分布逼近, Partially linear models, Local linear smoothing, Profile least-squares estimation, F distribution approximation
中文摘要：

对于两个部分线性模型参数部分中模型系数是否相等的检验问题，本文基于比较原假设与备择假设下模型拟合的残差平方和的思想构造了检验统计量，并给出了计算检验p-值的F分布逼近法。

英文摘要：

In the problem of testing equality of parametric components of two partially linear models, we propose a test statistic in this paper which is based on comparing the residual sum of squares under null and alternative hypothesis： For computational consideration in practice, a method to approximate the p-value is derived by employing the F distribution approximation.

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期刊信息
  • 《统计研究》
  • 北大核心期刊（2011版）
  • 主管单位:国家统计局
  • 主办单位:中国统计学会
  • 主编：万东华
  • 地址：北京西城区月坛南街75号
  • 邮编：100826
  • 邮箱：tjyj@gj.stats.cn
  • 电话：010-68783985
  • 国际标准刊号：ISSN：1002-4565
  • 国内统一刊号：ISSN：11-1302/C
  • 邮发代号:82-14
  • 获奖情况:
  • 国内外数据库收录:
  • 中国中国人文社科核心期刊,中国北大核心期刊（2004版）,中国北大核心期刊（2008版）,中国北大核心期刊（2011版）,中国北大核心期刊（2014版）,中国社科基金资助期刊,中国国家哲学社会科学学术期刊数据库,中国北大核心期刊（2000版）
  • 被引量:32248