| 在非线性回归模型中误差为AR(2)的相关性检验 |
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| 引用本文： | 刘应安,王海斌,韦博成.在非线性回归模型中误差为AR(2)的相关性检验[J].数学杂志,2003,23(4):495-502. |
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| 作者姓名： | 刘应安 王海斌 韦博成 |
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| 作者单位： | 东南大学应用数学系,南京,210096 |
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| 摘 要： | 本文讨论了在非线性回归模型中误差为AR(2)的相关性检验，得到了误差相关性检验的似然比检验统计量、Score检验统计量．对感兴趣参数和多余参数，利用Cox and Reid(1987)提出的正交化方法，给出了修正的似然比检验统计量和Score检验统计量．推广了胡跃清，韦博成(1994)讨论的在非线性回归模型中误差为AR(1)相关性检验的结果．
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| 关 键 词： | 非线性回归模型 相关性检验 参数正交化 似然比检验统计量 Score检验统计量 |
| 文章编号： | 0255-7797(2003)04-0495-08 |
TESTS OF AUTO-CORRELATION OF THE NONLINEAR REGRESSION MODELS WITH AR(2) SEQUENCE RANDOM ERRORS |
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| LIU Ying-An,WANG Hai-bin,WEI Bo-cheng.TESTS OF AUTO-CORRELATION OF THE NONLINEAR REGRESSION MODELS WITH AR(2) SEQUENCE RANDOM ERRORS[J].Journal of Mathematics,2003,23(4):495-502. |
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| Authors: | LIU Ying-An WANG Hai-bin WEI Bo-cheng |
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| Institution: | LIU Ying-An 1 WANG Hai-bin 2 WEI Bo-cheng 2 |
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| Abstract: | The likelihood ratio test and Score test are proposed to test the auto-correlation of the AR(2)sequence random errors in nonlinear regression models.Based on the parameter orthogonality transfor-mation,both the modified test statistic of likelibood ratio and the modified test statistic of Score are de-rived.The results obtained by Hu Yueqing and Wei Bocheng When the random errors are the AR(1)se-quence qre further extended to more complicated case. |
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| Keywords: | nonlinear regression model autocorrelation test the parameter orthogonality the test statistic of likelihood ratio the test statistic of Score |
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