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Panel数据模型中回归系数的广义p值检验 被引量：3

Generalized p Value Test for Regression Coeffcients in Panel Data Model
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摘要 利用广义p值和广义置信区域的概念对含有三个随机效应的Panel数据模型中回归系数的假设检验问题建立了精确检验,构造了回归系数的几个广义置信区域;讨论了本文所构造的检验和置信区域在尺度变换下的不变性;对这几种检验的功效和置信区域的覆盖率给出了数值模拟结果。 Some new exact tests and confidence regions of regression coeffcients in the Panel data model with three random effects are established by using the concepts of generalized p value and generalized confidence interval. Invariance of these exact tests and confidence regions under the scale transformation are also discussed in the paper. The powers of these tests and coverage probabilities of these confidence regions are obtained through numerical simulations.
作者 程靖 王松桂 岳荣先
机构地区 上海师范大学数理信息学院 巢湖学院数学系 北京工业大学应用数理学院
出处 《工程数学学报》 CSCD 北大核心 2009年第5期836-844,共9页 Chinese Journal of Engineering Mathematics
基金 国家自然科学基金(10671129) 教育部高校博士点专项基金(20060270002)
关键词 Panel数据模型 随机效应 广义P值 广义置信区域 回归系数 Panel data model random effect generalized p value generalized confidence region regression coeffcient
分类号 O212.1 [理学—概率论与数理统计]
  • 相关文献

参考文献16

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二级参考文献12

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共引文献10

同被引文献30

  • 1扈慧敏,杨荣,徐兴忠.单因素方差分析模型中的广义p-值[J].中国科学院研究生院学报,2007,24(4):408-418. 被引量：9
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引证文献3

工程数学学报
2009年 第5期

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