| 部分线性模型的光滑样条推断 |
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| 引用本文： | 卢一强,陈中威.部分线性模型的光滑样条推断[J].雁北师范学院学报,2010(1). |
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| 作者姓名： | 卢一强 陈中威 |
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| 作者单位： | 解放军信息工程大学电子技术学院; |
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| 基金项目： | 国家自然科学基金项目[10501053] |
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| 摘 要： | 运用光滑样条估计部分线性模型中的非参数函数,利用限制最大似然或广义交叉验证(GCV)的方法选择光滑参数,主要考察了部分线性模型的光滑样条估计以及有关非参数函数部分的假设检验.基于光滑参数的选择方法,提出了部分线性模型中的非参数函数是否为多项式函数的假设检验方法,并通过模拟例子研究本文提出的推断效果.
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| 关 键 词： | 部分线性模型 光滑样条 限制最大似然(RML) 广义交叉核实法(GCV) 假设检验 |
The Smoothing Spline Inference Test on Partially Linear Model |
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| LU Yi-qiang,CHEN Zhong-wei.The Smoothing Spline Inference Test on Partially Linear Model[J].Journal of Yanbei Teachers College,2010(1). |
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| Authors: | LU Yi-qiang CHEN Zhong-wei |
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| Institution: | LU Yi-qiang,CHEN Zhong-wei(Institute of Electronic Technology,PLA Information Engineering University,Zhengzhou Henan,450004) |
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| Abstract: | This article mainly considers the smoothing spline estimate of partial linear model and the test of the hypothesis whether the nonparametric function in partially linear model is some polynomial.The nonparametric function partially linear model are estimated by the use of smoothing spline.The smoothing parameter is selected using the methods of restricted maximum likelihood(RML) or generalized cross-validity(GCV).Based on the procedure of selection of the smoothing parameter,the testing methods were develop... |
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| Keywords: | semiparametric model smoothing spline restricted maximum Likelihood(RML) generalized cross-validity(GCV) hypothesis test |
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