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基于可加模型方差齐性检验的研究

Study on Heteroscedasticity Test Based on Additive Models
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摘要 研究了在回归分析中可加模型的方差齐性检验问题,得到了方差齐性检验的Score统计量,并利用随机模拟,说明了检验方法的有效性。 The heteroscedasticity test problem of additive models in the regression analysis was studied.And Score statistic of homogeneity test was obtained.The validity of the test method was explained by using stochastic simulation.
作者 朱建国
出处 《安徽农业科学》 CAS 北大核心 2008年第36期15765-15766,15781,共3页 Journal of Anhui Agricultural Sciences
基金 国家自然科学基金(10671032) 南京工业职业技术学院科研基金(YK07-07-01)项目资助
关键词 方差齐性 可加模型 SCORE检验 Heteroscedasticity Additive model Score test
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参考文献9

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二级参考文献9

  • 1韦博成.加权非线性回归的Score检验及其局部影响分析[J].应用概率统计,1995,11(2):147-156. 被引量:23
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