Testing a Subset of the Parameters of a Nonlinear Regression Model
Testing a Subset of the Parameters of a Nonlinear Regression Model
复制标题
测试非线性回归模型的参数子集
DOI：
10.1080/01621459.1975.10480325
复制
发表时间：
1975
影响因子：
3.7
通讯作者：
A. Gallant
中科院分区：
文献类型：
--
作者：
A. Gallant
摘要 考虑测试进入非线性回归模型响应函数的参数子集位置的问题。讨论并比较了该问题的两个检验统计量——似然比检验统计量和从最小二乘估计量的渐近正态性导出的检验统计量。导出这些统计数据的大样本分布，并将蒙特卡罗功效估计与使用大样本分布计算的功效进行比较。
Abstract The problem of testing for the location of a subset of the parameters entering the response function of a nonlinear regression model is considered. Two test statistics—the likelihood ratio test statistic and a test statistic derived from the asymptotic normality of the least squares estimator—for this problem are discussed and compared. The large-sample distributions of these statistics are derived and Monte Carlo power estimates are compared with power computed using the large-sample distributions.