首页   按字顺浏览 期刊浏览 卷期浏览 Tests of the Hypothesis That a Linear Regression System Obeys Two Separate Regimes
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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