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部分线性模型中的非参数部分的线性性检验
Testing Linearity of Nonparametric Component in Partially Linear Model
【摘要】 <正>In this paper,we propose the test statistic to check whether the nonpara- metric function in partially linear models is linear or not.We estimate the nonpara- metric function in alternative by using the local linear method,and then estimate the parameters by the two stage method.The test statistic under the null hypothesis is calculated,and it is shown to be asymptotically normal.
【Abstract】 In this paper,we propose the test statistic to check whether the nonpara- metric function in partially linear models is linear or not.We estimate the nonpara- metric function in alternative by using the local linear method,and then estimate the parameters by the two stage method.The test statistic under the null hypothesis is calculated,and it is shown to be asymptotically normal.
【Key words】 partially linear model； local linear estimation； two stage method； general likelihood ratio test；
- 【文献出处】 Northeastern Mathematical Journal ,东北数学(英文版) , 编辑部邮箱 ,2007年01期
- 【分类号】O212.1
- 【被引频次】1
- 【下载频次】95