| 部分线性模型中的非参数部分的线性性检验 |
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| 引用本文： | 施三支,宋立新.部分线性模型中的非参数部分的线性性检验[J].东北数学,2007,23(1):24-34. |
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| 作者姓名： | 施三支 宋立新 |
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| 作者单位： | School of Mathematics Jilin University，Changchun，130012 School of Science，Changchun University of Science and Technology，Changchun，130011 Department of Applied Mathematics，Dalian University of Technology，Dalian，116024，School of Mathematics，Jilin University，Changchun，130012 School of Science，Changchun University of Science and Technology，Changchun，130011 Department of Applied Mathematics，Dalian University of Technology，Dalian，116024 |
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| 摘 要： | In this paper,we propose the test statistic to check whether the nonpara- metric function in partially linear models is linear or not.We estimate the nonpara- metric function in alternative by using the local linear method,and then estimate the parameters by the two stage method.The test statistic under the null hypothesis is calculated,and it is shown to be asymptotically normal.
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| 关 键 词： | 偏线性模型 非参数成分 线性检验 局部线性估计 |
| 文章编号： | 1000-1778（2007）01-0024-11 |
| 收稿时间： | 2006-04-04 |
| 修稿时间： | 2006-04-04 |
Testing Linearity of Nonparametric Component in Partially Linear Model |
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| SHI San-zhi,SONG Li-xin.Testing Linearity of Nonparametric Component in Partially Linear Model[J].Northeastern Mathematical Journal,2007,23(1):24-34. |
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| Authors: | SHI San-zhi SONG Li-xin |
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| Institution: | 1.School of Mathematics, Jilin University, Changchun, 130012; 2.School of Science, Changchun University of Science and Technology, Changchun, 130011; 3. Department of Applied Mathematics, Dalian University of Technology, Dalian, 116024 |
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| Abstract: | In this paper,we propose the test statistic to check whether the nonpara- metric function in partially linear models is linear or not.We estimate the nonpara- metric function in alternative by using the local linear method,and then estimate the parameters by the two stage method.The test statistic under the null hypothesis is calculated,and it is shown to be asymptotically normal. |
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| Keywords: | partially linear model local linear estimation two stage method general likelihood ratio test |
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