保形法曲率是Poon W Y和Poon Y S(1997)从微分几何的观点出发提出来的诊断模型局部影响的一种统计量,它将影响曲率标准化在[0,1]范围内,并提供了判定局部影响大小的阙值,可看作Cook(1986)局部影响方法的进一步推广。本文采用保形法曲率...保形法曲率是Poon W Y和Poon Y S(1997)从微分几何的观点出发提出来的诊断模型局部影响的一种统计量,它将影响曲率标准化在[0,1]范围内,并提供了判定局部影响大小的阙值,可看作Cook(1986)局部影响方法的进一步推广。本文采用保形法曲率方法来诊断具有正态先验分布的非线性测量误差模型的局部影响,并对常见的两种扰动模型给出了局部影响的计算公式。最后通过实例分析验证了文中诊断统计量的有效性。展开更多
This paper investigates the mathematic features of non-linear models and discusses the processing way of non-linear factors which contributes to the non-linearity of a non-linear model. On the basis of the error defin...This paper investigates the mathematic features of non-linear models and discusses the processing way of non-linear factors which contributes to the non-linearity of a non-linear model. On the basis of the error definition,this paper puts forward a new adjustment criterion, SGPE.Last,this paper investigates the solution of a non-linear regression model in the non-linear model space and makes the comparison between the estimated values in non-linear model space and those in linear model space.展开更多
In this paper,the authors investigate three aspects of statistical inference for the partially linear regression models where some covariates are measured with errors.Firstly, a bandwidth selection procedure is propos...In this paper,the authors investigate three aspects of statistical inference for the partially linear regression models where some covariates are measured with errors.Firstly, a bandwidth selection procedure is proposed,which is a combination of the differencebased technique and GCV method.Secondly,a goodness-of-fit test procedure is proposed, which is an extension of the generalized likelihood technique.Thirdly,a variable selection procedure for the parametric part is provided based on the nonconcave penalization and corrected profile least squares.Same as＂Variable selection via nonconcave penalized likelihood and its oracle properties＂（J.Amer.Statist.Assoc.,96,2001,1348-1360）,it is shown that the resulting estimator has an oracle property with a proper choice of regularization parameters and penalty function.Simulation studies are conducted to illustrate the finite sample performances of the proposed procedures.展开更多
文摘保形法曲率是Poon W Y和Poon Y S(1997)从微分几何的观点出发提出来的诊断模型局部影响的一种统计量,它将影响曲率标准化在[0,1]范围内,并提供了判定局部影响大小的阙值,可看作Cook(1986)局部影响方法的进一步推广。本文采用保形法曲率方法来诊断具有正态先验分布的非线性测量误差模型的局部影响,并对常见的两种扰动模型给出了局部影响的计算公式。最后通过实例分析验证了文中诊断统计量的有效性。
文摘This paper investigates the mathematic features of non-linear models and discusses the processing way of non-linear factors which contributes to the non-linearity of a non-linear model. On the basis of the error definition,this paper puts forward a new adjustment criterion, SGPE.Last,this paper investigates the solution of a non-linear regression model in the non-linear model space and makes the comparison between the estimated values in non-linear model space and those in linear model space.
文摘In this paper,the authors investigate three aspects of statistical inference for the partially linear regression models where some covariates are measured with errors.Firstly, a bandwidth selection procedure is proposed,which is a combination of the differencebased technique and GCV method.Secondly,a goodness-of-fit test procedure is proposed, which is an extension of the generalized likelihood technique.Thirdly,a variable selection procedure for the parametric part is provided based on the nonconcave penalization and corrected profile least squares.Same as＂Variable selection via nonconcave penalized likelihood and its oracle properties＂（J.Amer.Statist.Assoc.,96,2001,1348-1360）,it is shown that the resulting estimator has an oracle property with a proper choice of regularization parameters and penalty function.Simulation studies are conducted to illustrate the finite sample performances of the proposed procedures.
