共查询到18条相似文献,搜索用时 109 毫秒
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回归信度模型在保险研究中具有重要的作用。本文讨论了具有线性趋势回归信度模型自相关性的score检验问题。首先推导出模型中自相关存在性检验的score检验统计量,然后利用Monte-Carlo方法模拟了此种检验统计量的功效。最后利用文中所得到的检验方法对旅客意外身体伤害保险数据进行了实例分析。 相似文献
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具有结构变化的非线性回归模型的阶段异方差检验 总被引:1,自引:0,他引:1
对于具有结构变化的非线性回归模型,两阶段的随机误差同时具有方差齐性是一个基本假设,但是该假设未必正确.本文研究该模型阶段异方差的检验问题.首先探讨了两阶段异方差的同时检验,然后构造了两阶段异方差的两个单个检验,分别得到了同时检验和单个检验的score统计量以及相应的调整形式.然后应用得到的检验统计量分析了南澳大利亚洋葱数据的阶段异方差性(Ratkowsky,1983),并用AIC,SBC进行模型比较,得到的结果与检验结果非常吻合.最后,用Monte Carlo模拟方法研究了统计量的检验功效. 相似文献
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研究具有线性趋势回归信度模型的参数估计和检验. 对该模型的回归系数和随机效应的方差,利用正交变换法得到了它们的极大似然估计, 并得到了参数的无偏估计. 对随机效应和是否有线性趋势采用似然比检验, 得到了似然统计量较好的近似$P$值, 并对检验的功效进行了模拟研究. 相似文献
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在回归分析中,随机误差是否存在方差齐性是理论与实际工作者都十分关心的问题,方差齐性假设并不总是正确的,在线性和非线性回归中关于异方差的诊断问题已有许多讨论([1],[2],[4],[5])。本文在韦博成(1995)讨论了加权非线性回归模型的基础上,用随机系数的方法,讨论随机权函数非线性回归模型中的异方差检验问题,得到了方差齐性检验的似然比统计量和score统计量,同时,当模型存在异方差时,本文给出了估计方差的一种方法。 相似文献
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Heteroscedasticity and/or Autocorrelation Checks in Longitudinal Nonlinear Models with Elliptical and AR(1) Errors 总被引:1,自引:0,他引:1
The aim of this paper is to study the tests for variance heterogeneity and/or autocorrelation in nonlinear regression models with elliptical and AR(1) errors. The elliptical class includes several symmetric multivariate distributions such as normal, Student-t, power exponential, among others. Several diagnostic tests using score statistics and their adjustment are constructed. The asymptotic properties, including asymptotic chi-square and approximate powers under local alternatives of the score statistics, are studied. The properties of test statistics are investigated through Monte Carlo simulations. A data set previously analyzed under normal errors is reanalyzed under elliptical models to illustrate our test methods. 相似文献
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非线性随机效应模型的异方差性检验 总被引:11,自引:0,他引:11
随机效应模型广泛应用于刻画重复测量数据的特征.在该模型中,随机误差的方差包括受试群体内部及受试群体之间两项方差.Zhang和 Weiss 2000年研究了线性随机效应模型的异方差检验,本文对非线性随机效应模型,分别讨论了群体内、群体间和多变量的异方差性的检验问题,得到了检验的score统计量,并讨论了三种情形下,相应的score函数之间的关系.最后给出一个数值例子说明上述方法的有用性. 相似文献
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In multiple linear regression model, we have presupposed assumptions (independence, normality, variance homogeneity and so on) on error term. When case weights are given because of variance heterogeneity, we can estimate efficiently regression parameter using weighted least squares estimator. Unfortunately, this estimator is sensitive to outliers like ordinary least squares estimator. Thus, in this paper, we proposed some statistics for detection of outliers in weighted least squares regression. 相似文献
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在时间序列回归模型分析中,相关性和方差齐性的检验是一个很基本的问题.本文讨论了具有双线性BL(1,1,1,1)误差的非线性回归模型的相关性和方差齐性的检验问题, 用Score检验方法给出了双线性项检验、相关性检验、方差齐性检验、以及相关性和方差齐性同时检验的检验统计量.推广和发展了具有线性序列误差项回归模型的结果.本文还用数值实例说明了检验方法的实用价值. 相似文献
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《高校应用数学学报(英文版)》2021,36(1)
Mixture of Experts(MoE) regression models are widely studied in statistics and machine learning for modeling heterogeneity in data for regression, clustering and classification.Laplace distribution is one of the most important statistical tools to analyze thick and tail data. Laplace Mixture of Linear Experts(LMoLE) regression models are based on the Laplace distribution which is more robust. Similar to modelling variance parameter in a homogeneous population, we propose and study a new novel class of models: heteroscedastic Laplace mixture of experts regression models to analyze the heteroscedastic data coming from a heterogeneous population in this paper. The issues of maximum likelihood estimation are addressed. In particular, Minorization-Maximization(MM) algorithm for estimating the regression parameters is developed. Properties of the estimators of the regression coefficients are evaluated through Monte Carlo simulations. Results from the analysis of two real data sets are presented. 相似文献
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Single moments of order statistics from the modified Makeham distribution (MMD) are derived, an identity about the single moments of order statistics is given, and the specific expected value and variance of the single moments of order statistics from the MMD are calculated. In this study, the order statistic from the MMD was applied to the rank sum test in a two-sample problem. The exact critical values of the designated statistics were evaluated. Simulations were used to investigate the power of these statistics for the two-sided alternative with several population distributions. The powers of the statistics were compared with the Wilcoxon rank sum statistic, the Lepage statistic, the modified Baumgartner statistic, the Savage test and the normal score test. The Edgeworth expansion was used to evaluate the upper tail probability for the preferred statistic, given finite sample sizes. 相似文献
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《数学物理学报(B辑英文版)》2020,(2)
This article proposes the maximum test for a sequence of quadratic form statistics about score test in logistic regression model which can be applied to genetic and medicine fields. Theoretical properties about the maximum test are derived. Extensive simulation studies are conducted to testify powers robustness of the maximum test compared to other two existed test. We also apply the maximum test to a real dataset about multiple gene variables association analysis. 相似文献