equal variance test 中文意思是什麼
equal variance test
解釋
等差異檢驗-
Equal variance test
等差異檢驗 -
As goldfeld - quandt test can only be applied to one independent variable, it is generalized in the second section. it shows that, in multivariate situation, the data can be arranged according to their principle components. but there should be a premise : the disturbances of the lower data group should have equal variance and those of the higher data group have the same variance
由於戈德菲爾德-匡特檢驗方法只適用於一個自變量,因此,本文對g - q檢驗進行了推廣,說明在多變量的情況下,可以利用主成分對樣本數據進行排序,並強調使用戈德菲爾德-匡特檢驗的前提:低樣本組各觀察值的擾動項必須具有同方差性;高樣本組各觀察值的擾動項也必須具有同方差性,否則,檢驗的結果可能是錯誤的。 -
However, two - stage estimates of regression coefficients corresponding to these two estimates have approximate equal mean square error. for testing linear hypothesis about regression coefficients, banerjee and magnus ( 1997 ) studied the sensitivity of f - test sta, tistic ( fgls ( ) ) based on generalized least square estimate caused by variance parameter in general case and proposed sensitivity statistic and its distribution
關于回歸系數的線性假設檢驗問題, banerjee和magnus ( 1997 )在一般情況下從理論上研究了方差參數對基於廣義最小二乘估計的f -檢驗統計量( f _ ( gls ) ( ) )的種種影響,提出了敏感性的概念,並給出敏感統計量的形式及其分佈。
分享友人