| 非参数回归模型的模型检验 |
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| 引用本文： | 赵培信.非参数回归模型的模型检验[J].河池师专学报,2008(2):1-4. |
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| 作者姓名： | 赵培信 |
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| 作者单位： | [1]河池学院数学系,广西宜州546300; [2]北京工业大学应用数理学院,北京100022 |
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| 基金项目： | 高等学校博士学科点专项科研基金资助项目（编号：20070005003）;北京工业大学研究生科技基金资助项目（编号：ykj-2007-2327）. |
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| 摘 要： | 在此考虑非参数回归模型的模型检验问题．基于Plug-in经验似然方法。构造经验似然比检验统计量．证明其满足Wilks’现象，而得到了一定显著性水平的拒绝域,最后通过数据模拟。讨论了其检验功效．
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| 关 键 词： | 非参数回归模型 经验似然 模型检验 |
Model Test for Nonparametric Regression Model |
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| ZHAO Pei-xin.Model Test for Nonparametric Regression Model[J].Journal of Hechi Normal College,2008(2):1-4. |
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| Authors: | ZHAO Pei-xin |
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| Institution: | ZHAO Pei-xin ( 1. Department of Mathematics, Hechi University, Yizhou, Guangxi 546300; 2. School of Applied Sciences, Beijing University of Technology, Beijing 100022, China) |
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| Abstract: | The test of nonparametric regression models is the research emphasis of the paper. Plug - in empirical likelihood methods are presented for the construction of the test statistics. Furthermore, the Wilks′ phenomenon of the test statistics is proved to implement the rejection regions. Lastly, a simulation is undertaken to investigate the effect of the test. |
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| Keywords: | nonparametric regression models empirical likelihood model test |
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