两个部分线性模型的比较

内容提要:对于两个部分线性模型参数部分中模型系数是否相等的检验问题,本文基于比较原假设与备择假设下模型拟合的残差平方和的思想构造了检验统计量,并给出了计算检验_^p* 值的F分布逼近法。

Comparison on Two Partially Linear Models

In the problem of testing equality of parametric components of two partially linear models,we propose a test statistic in this paper which is based on comparing the residual sum of squares under null and alternative hypothesis.For computational consideration in practice,a method to approximate the p-value is derived by employing the F distribution approximation.