在非线性回归模型中误差为AR(2)的相关性检验  

TESTS OF AUTO-CORRELATION OF THE NONLINEAR REGRESSION MODELS WITH AR(2) SEQUENCE RANDOM ERRORS

作　　者：刘应安[1] 王海斌[2] 韦博成[2] 

机构地区：[1]南京林业大学信息科学技术学院,南京210037 [2]东南大学应用数学系,南京210096

出　　处：《数学杂志》2003年第4期495-502,共8页Journal of Mathematics

摘　　要：本文讨论了在非线性回归模型中误差为AR(2)的相关性检验,得到了误差相关性检验的似然比检验统计量、Score检验统计量.对感兴趣参数和多余参数,利用CoxandReid(1987)提出的正交化方法,给出了修正的似然比检验统计量和Score检验统计量.推广了胡跃清,韦博成(1994)讨论的在非线性回归模型中误差为AR(1)相关性检验的结果.The likelihood ratio test and Score test are proposed to test the auto-correlation of the AR(2)sequence random errors in nonlinear regression models.Based on the parameter orthogonality transfor-mation,both the modified test statistic of likelibood ratio and the modified test statistic of Score are de-rived.The results obtained by Hu Yueqing and Wei Bocheng When the random errors are the AR(1)se-quence qre further extended to more complicated case.

关 键 词：非线性回归模型 相关性检验 参数正交化 似然比检验统计量 Score检验统计量 

分 类 号：O212.1[理学—概率论与数理统计]