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符号变化次数检测最小二乘残差自回归的相对效率AI 解读

From a constructed example of 100 random samples of size 40, in conjunction with the author's ACV method for comparing the relative efficiency of different tests of significance, it is found that a simple count of sign changes is nearly as efficient as the familiar Durbin-Watson test of autoregression of residuals. Individual decisions based on this test are closely similar to those from the number of runs test. On another actual body of data the three tests seem to be about…

用符号变化次数检验最小二乘残差自回归的相对效率AI 解读

From a constructed example of 100 random samples of size 40, in conjunction with the author's ACV method for comparing the relative efficiency of different tests of significance, it is found that a simple count of sign changes is nearly as efficient as the familiar Durbin-Watson test of autoregression of residuals. Individual decisions based on this test are closely similar to those from the number of runs test. On another actual body of data the three tests seem to be about…

正交自变量下多元回归显著性的事后判定AI 解读

Summary In multivariate regression, when the regressors are orthogonal, the estimates of the coefficients may be regarded, in the normal case, as an independent normal random sample with estimable variance. Significance is determined by the absolute magnitude of the highest member of the sample, after consideration of order statistics more generally in this context. The method is applied to time series data analysed by Fisher and Yates (1957): while these authors identified,…

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用平均临界值法评判时间序列回归中统计检验的相对效率AI 解读

R. C. GEARY; The average critical value method for adjudging relative efficiency of statistical tests in time series regression analysis, Biometrika, Volume 53,

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观测误差方差未知时变量系统部分间线性关系的确定AI 解读

Given a sufficient number of instrumental variables significantly correlated with the\ninvestigational variables, consistent estimates of the coefficients of the linear relations can be determined (if they exist), without knowledge of the disturbance variances. The estimates are discussed from the viewpoint of probability convergence. In the case of two investigational and one instrumental variable, all three variables distributed on the normal surface, the distribution of…

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