| DBL(1,0,1)误差非线性回归模型相关性和方差齐性的检验 |
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| 引用本文： | 刘应安,蒋华松,韦博成. DBL(1,0,1)误差非线性回归模型相关性和方差齐性的检验[J]. 南京林业大学学报(自然科学版), 2004, 28(2): 17-21 |
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| 作者姓名： | 刘应安 蒋华松 韦博成 |
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| 作者单位： | 南京林业大学,江苏,南京,210037;东南大学,江苏,南京,210096 |
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| 基金项目： | 南京林业大学科研基金资助项目(X02-070-2) |
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| 摘 要： | 讨论了具有双线性DBL(1，0，1)误差的非线性回归模型的相关性和方差齐性的检验问题，用Score检验方法给出了双线性项检验以及相关性和方差齐性同时检验的检验统计量，并用随机模拟验证了检验方法的正确性；推广和发展了具有线性序列误差回归模型的结果；最后将结果应用于DBL(0，1，1)误差的非线性回归模型。
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| 关 键 词： | DBL(1,0 1)随机误差 非线性回归模型 方差齐性 相关性 Score检验 |
| 文章编号： | 1000-2006(2004)02-0017-05 |
| 修稿时间： | 2003-05-09 |
The Test for Homogeneity of Variance and Correlation in Nonlinear Regression Models with DBL(1,0,1) Random Errors |
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| LIU Ying-an,JIANG Hua-song,WEI Bo-cheng. The Test for Homogeneity of Variance and Correlation in Nonlinear Regression Models with DBL(1,0,1) Random Errors[J]. Journal of Nanjing Forestry University(Natural Sciences ), 2004, 28(2): 17-21 |
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| Authors: | LIU Ying-an JIANG Hua-song WEI Bo-cheng |
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| Affiliation: | LIU Ying-an~1,JIANG Hua-song~1,WEI Bo-cheng~2 |
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| Abstract: | This paper deals with the test for homogeneity of variance and correlation in DBL(1,0,1) nonlinear models.Two statistic methods are proposed for the tests by using the score test.Results via simulation study were illustrated.The paper also extends the results of nonlinear regression models with linear random errors to those with bilinear random errors.The correspoding problem of nonlinear regression models with DBL(0,1,1) error was (discussed.) |
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| Keywords: | DBL(1 0 1) random errors Nonlinear regression models Homogeneity of variance Correlation Score test |
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