goldfeld 中文意思是什麼
goldfeld
解釋
戈德費爾德-
In the first part of this article, the problem of heteroscedasticity is put forward. the serious effect is also stated. in the first section of the second part, several commonly cited testing methods are introduced, such as graph method, spearman rank correlation coefficients test, park test, glejser test and goldfeld - quandt test
在第二節中，首先綜述了各種文獻中給出的常用的檢驗異方差的方法，它們有圖示法、斯皮爾曼（ spearman ）的秩相關系數檢驗法、帕克（ park ）檢驗法、格萊舍爾（ glejser ）檢驗法、戈德菲爾德-匡特（ goldfeld - quandt ）檢驗法。 -
In the third section three different forms of heteroscedasticity are used in the random simulation and then park test, glejser test and goldfeld - quandt test are compared although the existence of heteroscedasticity does not destroy the unbiasedness of the ols estimators, the variances become larger
異方差的存在雖然並不破壞普通最小二乘估計量的無偏性，但是估計量的方差變大了。由於估計量方差的變大，就使通常假設檢驗的值不可靠。 -
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。
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