| 检验两个部分线性模型中非参函数相等 |
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| 引用本文： | 施三支,宋立新,杨华. 检验两个部分线性模型中非参函数相等[J]. 东北数学, 2008, 24(6) |
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| 作者姓名： | 施三支 宋立新 杨华 |
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| 作者单位： | |
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| 摘 要： |
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| 关 键 词： | 部分线性模型 参数测试 参数估计 测试统计 两阶段方法 线性方法 参数函数 零假设 |
Testing Equality of Nonparametric Functions in Two Partially Linear Models |
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| SHI San-zhi,SONG Li-xin,YANG Hun. Testing Equality of Nonparametric Functions in Two Partially Linear Models[J]. Northeastern Mathematical Journal, 2008, 24(6) |
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| Authors: | SHI San-zhi SONG Li-xin YANG Hun |
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| Affiliation: | [1]School of Science, Changchun University of Science and Techology, Changchun, 130022 [2]Department of Applied Mathematics, Dalian University of Technology, Dalian, 116024 [3]School of Mathematics, Jilin University, Changchun, 130012 |
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| Abstract: | We propose the test statistic to check whether the nonparametric func-tions in two partially linear models are equality or not in this paper. We estimate the nonparametric function both in null hypothesis and the alternative by the local linear method, where we ignore the parametric components, and then estimate the parameters by the two stage method. The test statistic is derived, and it is shown to be asymptotically normal under the null hypothesis. |
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| Keywords: | partially linear model local linear estimation two stage method gen-eral likelihood ratio test |
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