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J4 ›› 2009, Vol. 44 ›› Issue (7): 38-43.

• 论文 • 上一篇    下一篇

具有AR(2)误差非线性回归模型的联合检验

续焕英1,徐蓉2,张艳3   

  1. 1. 山东大学威海分校数学与统计学院, 山东 威海 264209; 2. 湖南工学院基础课部, 湖南 衡阳 421000;3. 河南师范大学计算机与信息技术学院, 河南 新乡 453007
  • 收稿日期:2008-12-19 出版日期:2009-07-16 发布日期:2009-11-01
  • 作者简介:续焕英(1980-), 女, 助教, 硕士, 研究方向为回归分析. Email: xuhuanying@sdu.edu.cn

Joint test in nonlinear regression models with AR(2) random errors

XU Huanying1, XU Rong2, ZHANG Yan3   

  1. 1. School of Math.  &  Stat., Shandong Univ. at Weihai, Weih ai 264209, Shandong, China;2. Department of Basic Courses, Hunan Inst. of Tech., Hengyang 421000, Hunan, Ch ina;3. Department of Comp. & Inf. Tech., Henan Normal Univ., Xinxiang 453007, henan, China
  • Received:2008-12-19 Online:2009-07-16 Published:2009-11-01

摘要:

在讨论了具有AR(2)误差的非线性回归模型相关性和异方差性的联合检验的基础上, 首先导出了关于误差相关性和异方差性的似然比检验统计量和Score检验统计量, 然后根据参数正交变换, 得到了修正的似然比检验统计量和修正的Score检验统计量, 推广了文献[1]的结果。

关键词: 误差; 非线性回归模型; 参数正交变换; 似然比检验; Score检验

Abstract:

Based on the test of homogeneity for variance and correlation in nonlinear regression models with AR(2) errors, the likelihood ratio test and Score test are first discussed. Then, based on the parameter orthogonality transformation, both the modified likelihood and the modified Score tests are obtained. The results in Reference [1] are extended.

Key words: AR(2) errors; nonlinear regression model; parameter orthogona lity; likelihood ratio test; Score test

中图分类号: 

  • O2121
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