학술저널
異分散的 誤差項을 갖는 非線型回歸模型에 있어서 誤差項表記에 대한 檢定
Testing for the error specification in nonlinear regression models with hereroskedastic errors
- 건국대학교 경제경영연구소
- 상경연구
- 제28권 제1호
-
2003.051 - 11 (11 pages)
- 0
This paper deals with the problem of appropriately specifying the error structure when error terms are heteroskedastic in nonlinear regression models. The Box-Cox transformation model is presented which includes disparate hypotheses of additive normal and multiplicative lognormal error distributions. Also, the likelihood-ratio test for selecting the appropriate error specification is suggested. And a simple example is given in which the developed method is applied in the context of estimating a nonlinear Engel curve.
Ⅰ. 序論
Ⅱ. 模型設定
Ⅲ. 尤度比檢定
Ⅳ. 하나의 例
Ⅴ. 結論
참고문헌
Abstract
(0)
(0)