摘要
研究半相依回归模型中回归系数的精确检验问题.针对含有2个相依线性方程的回归系统中回归系数的假设检验问题,利用广义p值的方法建立了精确的检验.对检验的功效进行了模拟,模拟结果表明,本研究的检验方法能有效控制第一类错误出现的概率,具有较好的检验效果.
The problem of exactly testing regression coefficients in seemingly unrelated regression equations is studied. By using the method of generalized p-value,the exact tests of regression coefficients in the seemingly unrelated regressions equations with two linear equations are established. The effects of the tests are simulated,and the simulation results show that the tests can control the probability of type Ⅰ error and have good effects.
出处
《天津师范大学学报（自然科学版）》
CAS
2016年第6期1-4,9,共5页
Journal of Tianjin Normal University：Natural Science Edition
基金
中国水利水电科学研究院开放研究基金资助项目(IWHR-SKL-201403)
关键词
半相依回归模型
回归系数
广义P值
广义检验变量
seemingly unrelated regressions
regression coefficients
generalized p-value
generalized test variables
