具有AR(p)误差的半参数回归模型的统计诊断

The diagnostic of the semi-parametric regression model with AR(p) errors

旨在探究具有AR(p)误差的半参数回归模型的统计诊断.首先对其误差的相关性进行了消除,然后基于数据删除模型对模型进行了统计诊断,得到了估计的诊断公式.最后运用实例说明该方法的有效性.

To discuss the diagnostic of the semi-parametric regression model with AR（p） errors,the problem of the autocorrelation is solved at first, then the concise diagnostic expression based on case deletion of the model is de- rived,and a diagnostic formula of estimate is given. In the end, a numerical example is given to illustrate the effec tiveness of the conclusion.