| ON TESTING FOR NO EFFECT OF THE PREDICTOR ON RESPONSE |
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| 作者姓名： | 朱力行 林埜 |
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| 作者单位： | ZHU LIXING (Institute Of Applied Mathematics，the Chinese Academy of Sciences，Beijing 100080) LAM YEH (Deportment of Statistics，Lingnan College，Zhongshan University Guangzhou 510275，China) |
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| 基金项目： | the National Natural Sciences Foundation of China， a Grant from the United College of Chinese University of Hong Kong |
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| 摘 要： | 1.Introduction'Givenasequenceofpairdata(yi1ti),'t(aam,t.),',itisimportanttocheckwhetherornotthepredictorvariablethasaneffectontheresponsevariabley,sincethisisessentialinstudyingthebehaviouroftheprocessandpredictingthefuturevalueofy.Alongthisdirection,therearetwokindsofmodels,namely,regressionmodelandtimeseriesmodelwhichareoftenconsidered:i)Regressionmodelyi~p g(ti) fi,i~1,...?n,(1.1)wheretiarefixeddesignedpointsorrandompoilltscorrespondingtovariousconcretesituations.n)Timeseriesmodelyi~P …
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| 收稿时间： | 6 January 1998 |
On testing for no effect of the predictor on response |
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| Zhu Lixing,Lam Yen.ON TESTING FOR NO EFFECT OF THE PREDICTOR ON RESPONSE[J].Acta Mathematicae Applicatae Sinica,2000,16(2):113-121. |
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| Authors: | Zhu Lixing Lam Yen |
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| Institution: | (1) Institute of Applied Mathematics, the Chinese Academy of Sciences, 100080 Beijing;(2) Department of Statistics, Lingnan College, Zhongshan University, 510275 Guangzhou, China |
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| Abstract: | On testing for no effect of a predictor on response variable, some tests have been proposed in the literature. In this paper, one of them being a cusum test proposed by Buckley1] is studied further. This test can be extended to treating the non-normal and time series cases. A Kolmogonov- Smirnov type test is suggested and studied too. The main observation is the link between the statistic and the Brownian bridge. Some small sample experiments are conducted to examine the power of the tests. In some non-normal cases the power is encouraging. |
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| Keywords: | Buckley test CUSUM test regression time series |
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