| 随机权函数半参数回归模型的导方差统计分析 |
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| 引用本文： | 王志忠,王涛,刘琴.随机权函数半参数回归模型的导方差统计分析[J].数学理论与应用,2006,26(2):42-44. |
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| 作者姓名： | 王志忠 王涛 刘琴 |
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| 作者单位： | 中南大学数学科学与计算学院 长沙410075 |
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| 摘 要： | 在回归分析中,观测值的方差齐性只是一个基本的假定,在参数、半参数和非参数回归模型中关于异方差检验和估计问题已有很多研究.本文在冉昊和朱忠义(2004)讨论的半参数回归模型的基础上,用随机参数方法,讨论随机权函数半参数回归模型中的异方差检验问题,得到了方差齐性检验Score统计量,同时,当半参数模型存在异方差时,本文还给出了估计方差的方法.
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| 关 键 词： | 半参数回归 方差齐性检验 Score检验 |
| 收稿时间： | 10 17 2005 12:00AM |
Statistical Analysis of Heteroscedasticity in Semiparametric Regression Models with Random Weight Function |
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| Sang Zhizhong, Wang Tao, Liu Qin.Statistical Analysis of Heteroscedasticity in Semiparametric Regression Models with Random Weight Function[J].Mathematical Theory and Applications,2006,26(2):42-44. |
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| Authors: | Sang Zhizhong Wang Tao Liu Qin |
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| Institution: | School of Mathematical Sciences and Computing Technology,Central South University,Changsha, 410075 |
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| Abstract: | The assumption of many research about the problem of testing and admissibility in parametricd,nonparametric and Semiparametric regression models.Based on Ran Hao and Zhu Zhongyi(2004),this paper deals with heteroscedasticity in semiparametric regression models with weight function by sandom parametic method.The score test is obtained to test gypothesis of homoscedasticity.If heteroscedasticity exists,an estimating method of variance is given. |
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| Keywords: | semiparametric regression heteroscedasticity test Score test |
| 本文献已被 CNKI 维普 等数据库收录！ |
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