Tests of the Hypothesis That a Linear Regression System Obeys Two Separate Regimes
作者:
RichardE. Quandt,
期刊:
Journal of the American Statistical Association
(Taylor Available online 1960)
卷期:
Volume 55,
issue 290
页码: 324-330
ISSN:0162-1459
年代: 1960
DOI:10.1080/01621459.1960.10482067
出版商: Taylor & Francis Group
数据来源: Taylor
摘要:
Several approaches are explored for testing the hypothesis that no switch has occurred in the true values of the parameters of a linear regression system. The distribution of the relevant likelihood ratio λ is analyzed on the basis of the empirical distribution resulting from some sampling experiments. The hypothesis that −2 log λ has the χ2distribution with the appropriate degrees of freedom is rejected and an empirical table of percentage points is obtained. Finally some small sample tests are suggested.
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