| 线性测量误差模型的lack-of-fit检验 |
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| 引用本文： | 宋卫星,崔恒建.线性测量误差模型的lack-of-fit检验[J].北京师范大学学报(自然科学版),2002,38(4):462-469. |
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| 作者姓名： | 宋卫星 崔恒建 |
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| 作者单位： | 北京师范大学数学系,100875,北京 |
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| 基金项目： | 国家自然科学基金;10071009; |
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| 摘 要： | 基于正态假设,提出了测量误差模型lack-of-fit检验的一种方法.在原假设下,检验统计量渐近服从χ2分布. 还就该检验的势函数与权函数的选择进行了讨论,同时与文献中相关的方法进行了比较.
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| 关 键 词： | 线性测量误差模型 lack-of-fit检验 偏差校正 条件期望 |
| 修稿时间： | 2002年3月26日 |
LACK-OF-FIT TESTING FOR LINEAR ERRORS-IN-VARIABLES MODEL |
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| Song Weixing,Cui Hengjian.LACK-OF-FIT TESTING FOR LINEAR ERRORS-IN-VARIABLES MODEL[J].Journal of Beijing Normal University(Natural Science),2002,38(4):462-469. |
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| Authors: | Song Weixing Cui Hengjian |
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| Abstract: | Based on the normal assumptions, another method for lack of fit tests for linear errors in variables model is proposed. The tests are asymptotically chi squared under null hypotheses, the power of the tests and the choice of weight functions involved in the test statistics are also discussed, simulation study shows that the tests are reasonable and applicable, some real data sets are used to give examples of application of the tests. A comparison with the testing method developed by Zhu Lixing, Cui Hengjian and Kai W. NG is made to show the difference between them. |
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| Keywords: | linear EV model lack of fit test bias correction conditional expectation |
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