| 变系数模型误差方差的估计 |
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| 引用本文： | 冯井艳,张志强,李华鹏.变系数模型误差方差的估计[J].雁北师范学院学报,2010(1). |
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| 作者姓名： | 冯井艳 张志强 李华鹏 |
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| 作者单位： | 山西大同大学数学与计算机科学学院; |
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| 基金项目： | 国家自然科学基金项目[10871072]; 山西省自然科学基金项目[2007011014] |
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| 摘 要： | 变系数模型是由古典的线性模型发展而来,它们可以很好地检验函数系数随着协变量的变化程度.本文用PLR提出了变系数模型的误差方差的估计,并研究了它的渐近正态性,进一步用一个模拟例子来说明估计的结果是有效的.
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| 关 键 词： | 变系数模型 误差方差 Profile最小二乘估计 渐近正态性 |
Error Variance Estimation of Varying Coefficient Models |
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| FENG Jing-yan,ZHANG Zhi-qiang,LI Hua-peng.Error Variance Estimation of Varying Coefficient Models[J].Journal of Yanbei Teachers College,2010(1). |
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| Authors: | FENG Jing-yan ZHANG Zhi-qiang LI Hua-peng |
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| Institution: | FENG Jing-yan,ZHANG Zhi-qiang,LI Hua-peng(School of Mathematics , Computer Science,Shanxi Datong University,Datong Shanxi,037009) |
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| Abstract: | Varying coefficient models are a useful extension of classical linear models.These models can easily examine how regression coefficient change over different groups characterized by certain covariates.In this article,the estimator of error variance by profile least-squares procedure is proposed and its asymptotic normality is studied.Furthermore,some simulations are conducted to examine the performance of our estimating approach and the results are substantial. |
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| Keywords: | varying coefficient models error variance profile least-squares estimation asymptotic normality |
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