摘要
本文考虑变系数部分线性模型的拟合优度检验问题.基于Profile经验似然方法,构造了参数部分和非参数部分的经验似然比检验统计量.并证明了其满足Wilks'现象,进而得到了一定置信水平的拒绝域.最后通过数据模拟,讨论了其检验功效.
In this paper, empirical likelihood ratio test for semiparametric varying-coefficient partially linear models is investigated. Based on profile empirical likelihood methods, the test statistics are constructed. The Wilks＇ phenomenon of the test statistics are proved and the rejection regions are constructed. A simulation study is undertaken to investgate the power of the test.
出处
《应用数学》
CSCD
北大核心
2008年第4期695-702,共8页
Mathematica Applicata
基金
高等学校博士学科点专项科研基金(20070005003)
北京市基然科学基金(1072004)
北京市属市管高等学校人才强教计划
关键词
变系数部分线性模型
经验似然
拟合优度检验
Semiparametric varying-coefficient partially linear models
Empirical likelihbod
Goodness-of-fit test
