在处理 multivariate 数据的一个重要模型是变化系数部分线性的回归模型。在这份报纸,概括可能性的比率测试被开发测试它的系数功能是否正在变化。规范的建议测试 asymptotically 在空假设下面跟随 2 分发和 theWilks 现象,这被显示出,并且它的 asymptotic 力量为测试的 nonparametric 假设完成集中的最佳的率。一些模拟研究说明测试工作很好。
One important model in handling the multivariate data is the varying-coefficient partially linear regression model. In this paper, the generalized likelihood ratio test is developed to test whether its coefficient functions are varying or not. It is showed that the normalized proposed test follows asymptotically x2-distribution and the Wilks phenomenon under the null hypothesis, and its asymptotic power achieves the optimal rate of the convergence for the nonparametric hypotheses testing. Some simulation studies illustrate that the test works well.