部分线性模型基于参数信息的统计推断 |
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引用本文: | 魏传华,李静,吴喜之.部分线性模型基于参数信息的统计推断[J].数学的实践与认识,2009,39(19). |
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作者姓名: | 魏传华 李静 吴喜之 |
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作者单位: | 魏传华(中央民族大学,理学院,北京,100081);李静(中国劳动关系学院,基础部,北京,100044);吴喜之(中国人民大学,统计学院,北京,100872) |
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基金项目: | 中央民族大学"211工程"项目,国家社会科学基金,国家自然科学基金重点资助项目 |
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摘 要: | 针对部分线性模型提出了一种新的估计方法-Profile局部最小二乘估计,方法结合了非参数部分的参数信息.另外对于部分线性模型中非参数部分是否为某一参数函数的检验问题,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-值的精确方法和三阶矩χ2逼近方法.
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关 键 词: | 部分线性模型 Profile局部最小二乘估计 残差平方和 三阶矩χ2逼近 |
Statistical Inference on Partiaily Linear Models with Parametric Information |
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Abstract: | We propose a new approach-profile local least squares method which using parametric information to estimate partially linear models. In the problem of testing whether nonparametric component of a partially linear model is a certain parametric function, we propose a test statistic which is based on comparing the residual sum of squares under null and alternative hypothesis. A procedure for computing the exact p-value of the test is proposed. For computational consideration in practice, a method to approximate the p-value is derived by employing the three-moment X~2 approximation. |
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Keywords: | partially linear models profile local least-squares estimation residual sum of squares three-moment X~2 approximation |
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