Tests for functional-coefficient parts on semiparametric varying-coefficient partially linear models
-
摘要: 通过局部线性方法给出未知函系数与未知参数的拟似然估计, 利用未知量的拟似然估计构造了函系数部分的广义似然比检验, 并证明了原假设下检验统计量渐近服从自由度独立讨厌参数与讨厌函数的~$\chi^{2}$-分布, 揭示了Wilks 现象. 通过模拟例子对给出的检验方法作出分析.Abstract: Based on the quasi-likelihood estimates obtained by the local linear method,~the generalized likelihood ratio tests for the models were established.~Under the null hypothesis the test statistic followed asymptotically the $\chi^{2}$-distribution with the scale constants and the degree of freedom being independent of the nuisance parameters and the nuisance functions,~which was called the Wilks phenomenon.~A simulated example was presented to illustrate the proposed methods.
点击查看大图
计量
- 文章访问数: 2532
- HTML全文浏览量: 10
- PDF下载量: 1223
- 被引次数: 0