| 影响图在非线性回归异方差检验中的应用 |
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| 引用本文： | 解锋昌,李勇.影响图在非线性回归异方差检验中的应用[J].南京林业大学学报(自然科学版),2005,29(4):69-72. |
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| 作者姓名： | 解锋昌 李勇 |
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| 作者单位： | 南京农业大学数学系,江苏,南京,210095;东南大学数学系,江苏,南京,210096 |
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| 基金项目： | 南京农业大学青年科技创新基金项目(KJ04020) |
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| 摘 要： | 提出把加权非线性回归模型看作一个扰动模型,利用影响图的正则曲率研究了此模型的异方差检验问题,并在此基础上得到了改进的Score统计量。最后用具体的数值实例说明所得结论的有效性。
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| 关 键 词： | Score检验 非线性回归模型 异方差 影响图 正则曲率 |
| 文章编号： | 1000-2006(2005)04-0069-04 |
| 修稿时间： | 2004年9月15日 |
Influence Graph for the Nonlinear Regression with Heteroscedasticity |
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| XIE Feng-chang,LI Yong.Influence Graph for the Nonlinear Regression with Heteroscedasticity[J].Journal of Nanjing Forestry University(Natural Sciences ),2005,29(4):69-72. |
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| Authors: | XIE Feng-chang LI Yong |
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| Institution: | XIE Feng-chang~1,LI Yong~2 |
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| Abstract: | In ordinary regression analysis,the homoscedasticity of random error is a basic assumption. But the rationality of these assumptions for variance is doubtable. This paper takes the weighted nonlinear regression model as a perturbed version of a homoscedastic regression model and develops the tests for heteroscedasticity based on normal curvature of its influence graph.Based on this fact,the modified score statistic was discussed in detail. Finally these new statistics was applied to two concrete numerical examples. |
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| Keywords: | Score test Nonlinear regression models Heteroscedasticity Influence graph Normal curvature |
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