Testing Linearity of Nonparametric Component in Partially Linear Model  

作　　者：施三支 宋立新 

机构地区：[1]School of Mathematics, Jilin University, Changchun, 130012 [2]School of Science, Changchun University of Science and Technology, Changchun, 130011 [3]Department of Applied Mathematics, Dalian University of Technology, Dalian, 116024

出　　处：《Northeastern Mathematical Journal》2007年第1期24-34,共11页东北数学（英文版）

基　　金：Foundation item:The NNSF(10271049,10571073)of China.

摘　　要：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.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.

关 键 词：partially linear model local linear estimation two stage method general likelihood ratio test 

分 类 号：O241.81[理学—计算数学]