随机权函数半参数回归模型的导方差统计分析

Statistical Analysis of Heteroscedasticity in Semiparametric Regression Models with Random Weight Function

在回归分析中,观测值的方差齐性只是一个基本的假定,在参数、半参数和非参数回归模型中关于异方差检验和估计问题已有很多研究.本文在冉昊和朱忠义(2004)讨论的半参数回归模型的基础上,用随机参数方法,讨论随机权函数半参数回归模型中的异方差检验问题,得到了方差齐性检验Score统计量,同时,当半参数模型存在异方差时,本文还给出了估计方差的方法.

The assumption of many research about the problem of testing and admissibility in parametricd, nonparametric and Semiparametric regression models. Based on Ran Hao and Zhu Zhongyi （2004）,this paper deals with heteroscedasticity in semiparametric regression models with weight function by sandom parametic method. The score test is obtained to test gypothesis of homoscedasticity. If heteroscedasticity exists, an estimating method of variance is given.