影响图在非线性回归异方差检验中的应用  

Influence Graph for the Nonlinear Regression with Heteroscedasticity

作　　者：解锋昌[1] 李勇[2] 

机构地区：[1]南京农业大学数学系,江苏南京210095 [2]东南大学数学系,江苏南京210096

出　　处：《南京林业大学学报（自然科学版）》2005年第4期69-72,共4页Journal of Nanjing Forestry University：Natural Sciences Edition

基　　金：南京农业大学青年科技创新基金项目(KJ04020)

摘　　要：提出把加权非线性回归模型看作一个扰动模型,利用影响图的正则曲率研究了此模型的异方差检验问题,并在此基础上得到了改进的Score统计量。最后用具体的数值实例说明所得结论的有效性。In ordinary regression analysis,the homoscedasticity of random error is a basic assumption. But the rationality of these assumptions for variance is doubtable. This paper takes the weighted nonlinear regression model as a perturbed version of a homoscedastic regression model and develops the tests for heteroscedasticity based on normal curvature of its influence graph.Based on this fact,the modified score statistic was discussed in detail. Finally these new statistics was applied to two concrete numerical examples.

关 键 词：SCORE检验 非线性回归模型 异方差 影响图 正则曲率 

分 类 号：O212[理学—概率论与数理统计]