| 部分线性变系数模型中误差方差的估计 |
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| 引用本文： | 魏传华,吴喜之. 部分线性变系数模型中误差方差的估计[J]. 应用数学, 2008, 21(2): 378-383 |
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| 作者姓名： | 魏传华 吴喜之 |
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| 作者单位： | 1. 中央民族大学理学院统计学系,北京,100081
2. 中国人民大学应用统计科学研究中心,北京,100872;中国人民大学统计学院,北京,100872 |
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| 基金项目： | 国家自然科学基金 , the MOE Project of Key Research Institute of Humanities and Social Sciences in Universities , Center for Applied Statistics of Renmin University of China |
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| 摘 要： | 作为部分线性模型与变系数模型的推广,部分线性变系数模型是一类在建模中应用非常广泛的模型.本文基于Profile最小二乘方法给出了模型中误差方差的估计并证明了该估计的渐近正态性.最后通过数值模拟验证了我们所提估计方法的有效性.
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| 关 键 词： | 渐近正态性 误差方差 部分线性变系数模型 Profile最小二乘估计 Asymptotic normality Error variance Partially linear varying coefficient models Profile least-squares estimation 部分线性 变系数模型 误差方差 估计方法 Models Coefficient Linear Estimation Variance simulations performance approach results procedure asymptotic normality estimator error variance article partially linear model generalization |
| 文章编号： | 1001-9847(2008)02-0378-06 |
| 修稿时间： | 2007-09-03 |
Error Variance Estimation in Partially Linear Varying Coefficient Models |
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| WEI Chuan-hua,WU Xi-zhi. Error Variance Estimation in Partially Linear Varying Coefficient Models[J]. Mathematica Applicata, 2008, 21(2): 378-383 |
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| Authors: | WEI Chuan-hua WU Xi-zhi |
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| Abstract: | Partially linear varying coefficient model is a generalization of partially linear model and varying coefficient model and is frequently used in statistical modelling.In this article,the estimator of error variance σ2 by profile least-squares procedure is proposed and its asymptotic normality is studied.Furthermore,some simulations are conducted to examine the performance of our estimating approach and the results are satisfactory. |
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| Keywords: | Asymptotic normality Error variance Partially linear varying coefficient models Profile least-squares estimation |
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