线性回归模型中估计与检验的稳健性

The Robustness of the Estimate and the Test Statistics for A Regression Model

本文讨论线性回归模型中回归系数的最小二乘估计和似然比检验统计量的稳健性,分别给出了充要条件,充分条件和必要条件;并给出这些结果在两阶段抽样回归模型中的应用。

The purpose of the paper is to study the robustness of the Least Squares Estimate (LSE) and the likelihood Ratio Test Statistics (LRTS) for a regression model.A set of necessary and suffcient conditious for the robustness of the LSE and a necessary condition and a sufficient condition for the LRTS are given respectively in this paper.The implication of these results in the regression model of two-stage sampling is given in the third part of this paper.