postjtestinferenceinnonnestedlinearregressionmodels
文献类型：期刊论文
| 作者 | Chen Xinjie3; Fan Yanqin2; Wan Alan1; Zou Guohua3 |
| 刊名 | sciencechinamathematics
 |
| 出版日期 | 2015 |
| 卷号 | 58期号:6页码:1203 |
| ISSN号 | 1674-7283 |
| 英文摘要 | This paper considers the post-J test inference in non-nested linear regression models. Post-J test inference means that the inference problem is considered by taking the first stage J test into account. We first propose a post-J test estimator and derive its asymptotic distribution. We then consider the test problem of the unknown parameters, and a Wald statistic based on the post-J test estimator is proposed. A simulation study shows that the proposed Wald statistic works perfectly as well as the two-stage test from the view of the empirical size and power in large-sample cases, and when the sample size is small, it is even better. As a result, the new Wald statistic can be used directly to test the hypotheses on the unknown parameters in non-nested linear regression models. |
| 资助项目 | [General Research Fund from the Hong Kong Research Grants Council] ; [National Natural Science Foundation of China] ; [Hundred Talents Program of the Chinese Academy of Sciences] |
| 语种 | 英语 |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/38036]  |
| 专题 | 中国科学院数学与系统科学研究院 |
| 作者单位 | 1.香港城市大学 2.范德堡大学 3.中国科学院数学与系统科学研究院 |
| 推荐引用方式 GB/T 7714 | Chen Xinjie,Fan Yanqin,Wan Alan,et al. postjtestinferenceinnonnestedlinearregressionmodels[J]. sciencechinamathematics,2015,58(6):1203. |
| APA | Chen Xinjie,Fan Yanqin,Wan Alan,&Zou Guohua.(2015).postjtestinferenceinnonnestedlinearregressionmodels.sciencechinamathematics,58(6),1203. |
| MLA | Chen Xinjie,et al."postjtestinferenceinnonnestedlinearregressionmodels".sciencechinamathematics 58.6(2015):1203. |
入库方式： OAI收割
来源：数学与系统科学研究院
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