具有线性趋势回归信度模型的随机效应及线性趋势的Score检验  

Score testing of random effect and linear trend for regression credibility model with linear trend

作　　者：江南[1,2] 林金官[1] 顾赛赛[1] 

机构地区：[1]东南大学数学系,南京210096 [2]连云港师范高等专科学校数学系,连云港222006

出　　处：《东南大学学报（自然科学版）》2009年第6期1292-1297,共6页Journal of Southeast University：Natural Science Edition

基　　金：江苏省自然科学基金资助项目(BK2008284)

摘　　要：讨论了具有线性趋势的回归信度模型的随机效应和线性趋势的Score检验问题.首先分别推导出模型中随机效应存在性和线性趋势显著性这2种检验的Score检验统计量,然后利用Monte-Carlo方法分别模拟了此2种检验统计量的功效.功效模拟结果显示,2种检验统计量都有很好的检验效果.最后利用所得到的检验方法对旅客意外身体伤害保险数据进行了实例分析,分析结果表明,该数据集的随机效应是存在的,线性趋势也是显著的.The Score tests of random effects and the linear trend are discussed for the regression credibility models with linear trend.Firstly,two Score test statistics are derived for the existence of random effects and the significance of linear trend,respectively.Then the power simulations of these two statistics are given by using the Monte-Carlo method,which shows that both test statistics have excellent powers.Finally,the obtained test methods are illustrated by the private passenger automobile data.The analyzed results display that both the random effects and linear trend exist in the data set.

关 键 词：回归信度模型 SCORE检验 功效模拟 

分 类 号：O212.1[理学—概率论与数理统计]