| 部分线性模型非参数部分的多项式类关系的检验 |
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| 引用本文： | 续秋霞,王立强,贺兴时.部分线性模型非参数部分的多项式类关系的检验[J].统计与信息论坛,2010,25(11):16-19. |
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| 作者姓名： | 续秋霞 王立强 贺兴时 |
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| 作者单位： | [1]西安工程大学理学院,陕西西安710048 [2]西藏民族学院信息工程学院,陕西咸阳712082 |
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| 摘 要： | 对于部分线性模型中非参数部分是否为多项式函数的检验问题,应该先确定其是否为多项式函数类。通过对部分线性模型的拟合残差进行再光滑,基于其变化的趋势性构造统计量以检验其是否为多项式函数类,给出了计算检验P-值的精确算法和三阶矩χ2逼近方法,模拟例子与实际例子充分显示了本方法的有效性。
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| 关 键 词： | 部分线性模型 Profile最小二乘估计 三阶矩χ2逼近 |
Testing Polynomial Relationships of the Nonparametric Component in Partially Linear Models |
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| XU Qiu-xia,WANG Li-qiang,HE Xing-shi.Testing Polynomial Relationships of the Nonparametric Component in Partially Linear Models[J].Statistics & Information Tribune,2010,25(11):16-19. |
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| Authors: | XU Qiu-xia WANG Li-qiang HE Xing-shi |
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| Institution: | 1.Science College,Xi＇an Polytechnic University,Xi＇an 710048,China;2.Information Technology Institute,Tibet Institute for Nationalities,Xianyang 712082,China) |
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| Abstract: | To test whether the nonparametric component of a partially linear model is a polynomial,in this paper,a test procedure is proposed based on the trend analysis of residuals in the model.A procedure for computing the exact value of the test is proposed.For computatinal consideration in practice,a method to approximate the value is derived by employing the three-moment approximation.Extensive numerical studies and real data application are conducted to demonstrate the effective performance of the proposed procedure. |
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| Keywords: | partially linear models profile least-squares estimation three-moment approximation |
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