首页   按字顺浏览 期刊浏览 卷期浏览 Testing a Nonlinear Regression Specification: A Nonregular Case
Testing a Nonlinear Regression Specification: A Nonregular Case

 

作者: A.Ronald Gallant,  

 

期刊: Journal of the American Statistical Association  (Taylor Available online 1977)
卷期: Volume 72, issue 359  

页码: 523-530

 

ISSN:0162-1459

 

年代: 1977

 

DOI:10.1080/01621459.1977.10480606

 

出版商: Taylor & Francis Group

 

关键词: Nonlinear regression;Hypothesis testing;Segmented regression

 

数据来源: Taylor

 

摘要:

A statistical test of whether an additive nonlinear term in the response function should be omitted from a nonlinear regression specification is considered. The regularity conditions used to obtain the asymptotic distributions of the customary test statistics are violated when the null hypothesis of omission is true. Moreover, standard iterative algorithms are likely to perform poorly when the data support the null hypothesis. Methods designed to circumvent these mathematical and computational difficulties are described and illustrated.

 

点击下载:  PDF (619KB)



返 回