部分线性模型中的非参数部分的线性性检验

• 作 者: 施三支 宋立新
• 机 构: School of Mathematics,School of Science,Department of Applied Mathematics
• 出 处: 东北数学（英文版）
• 发表日期: 2004年期
• 关键词: partially linear model local linear estimation two stage method general likeliho
• 基金项目: 国家自然科学基金

In this paper, we propose the test statistic to check whether the nonparametric function in partially linear models is linear or not. We estimate the nonparametric function in alternative by using the local linear method, and then estimate the parameters by the two stage method. The test statistic under the null hypothesis is calculated, and it is shown to be asymptotically normal.