摘要
回归模型的异方差或变离差检验是统计诊断的重要课题。本文系统介绍了普通回归模型、广义回归模型和基于纵向数据的随机效应或自相关回归模型的异方差检验或变离差检验的研究概况和最新进展;同时介绍了作者关于非线性回归模型的相应工作,最后指出了若干有有待进一步研究的问题。
The tests for heteroscedasticity or varying dispersion in regewssion models are very important problems of statistical diagnostics. This paper systematically surveys the studying developments of the tests for heteroscedasticity or varying dispersion in general regression models, generalized regression models and regression models with random effects based on longitudinal data. The work done by us in recent years are introduced and some problems about heteroscedasticity or varying dispersion are introducted. Several problems to be resolved are suggested.
出处
《应用概率统计》
CSCD
北大核心
2003年第2期210-220,共11页
Chinese Journal of Applied Probability and Statistics
基金
国家社会科学基金(02BTJ001)
