| 线性回归模型中估计与检验的稳健性 |
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| 引用本文： | 高道德. 线性回归模型中估计与检验的稳健性[J]. 上海师范大学学报(自然科学版), 1989, 0(4) |
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| 作者姓名： | 高道德 |
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| 作者单位： | 华东师范大学数理统计系 |
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| 摘 要： | 本文讨论线性回归模型中回归系数的最小二乘估计和似然比检验统计量的稳健性,分别给出了充要条件,充分条件和必要条件;并给出这些结果在两阶段抽样回归模型中的应用。
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| 关 键 词： | 最优线性无偏估计 最小二乘估计 似然比检验统计量 稳健性 |
The Robustness of the Estimate and the Test Statistics for A Regression Model |
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| GAO DAODE. The Robustness of the Estimate and the Test Statistics for A Regression Model[J]. Journal of Shanghai Normal University(Natural Sciences), 1989, 0(4) |
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| Authors: | GAO DAODE |
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| Affiliation: | GAO DAODE Department of Statistics |
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| Abstract: | The purpose of the paper is to study the robustness of the Least Squares Estimate(LSE)and the likelihood Ratio Test Statistics(LRTS)for a regression model.A set of necessary and sufficient conditions for the robustness of the LSE and a necessary condition and a sufficient condition for the LRTS are given respectively in this paper.The implication of these results in the regression model of two-stage sampling is given in the third part of this paper. |
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| Keywords: | Best Least Unbiased Estimate Least Square Estimate Likelihood Ratio Test Statistics Robustness |
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