CAJ | 학술논문

部分线性单指标模型是一类重要的半参数统计模型，对于模型中的误差，如果存在序列相关，那么在进行统计推断时会遇到诸多问题。针对该情况，对部分线性单指标模型的序列相关性进行检验，用Vr,p检验的方法构造Vr,p检验统计量，得到了零假设下检验统计量的渐进分布。数值模拟验证结果表明，该检验有较好的检验功效。
부분선성단지표모형시일류중요적반삼수통계모형，대우모형중적오차，여과존재서렬상관，나요재진행통계추단시회우도제다문제。침대해정황，대부분선성단지표모형적서렬상관성진행검험，용Vr,p검험적방법구조Vr,p검험통계량，득도료령가설하검험통계량적점진분포。수치모의험증결과표명，해검험유교호적검험공효。
Partial liner single-index model is an important semiparametric statistic model. We know that if serial correlation exists for errors of regression models, then many problems will appear in the procedure of statistical inference. This paper is mainly to test serial correlation in partial liner singleindex model. We use the method of Vr.e test to construct testing statistics, and further derive the as- ymptotic distribution under null hypothesis, Simulation results show that our test has good effect.