| 胡纯严,胡良平.如何正确运用χ2检验——评分检验与SAS实现[J].四川精神卫生杂志,2021,34(6):510-515.Hu Chunyan,Hu Liangping,How to use χ2 test correctly——the score test and the implementation of SAS software[J].SICHUAN MENTAL HEALTH,2021,34(6):510-515 |
| 如何正确运用χ2检验——评分检验与SAS实现 |
| How to use χ2 test correctly——the score test and the implementation of SAS software |
| 投稿时间：2021-11-10 |
| DOI：10.11886/scjsws20211110007 |
| 中文关键词: 评分检验 稳健评分检验 残差评分检验 拉格朗日乘数检验 χ2分布 |
| 英文关键词:Score test Robust score test Residual score test Lagrange multiplier test χ2 distribution |
| 基金项目: |
|
| 摘要点击次数: |
| 全文下载次数: |
| 中文摘要: |
| 本文目的是介绍评分检验与SAS实现。具体地说，评分检验统计量有5种常见的形式，即一般评分检验统计量、稳健评分检验统计量、残差评分检验统计量、广义评分检验统计量和拉格朗日乘数检验统计量；评分检验主要用于以下3种场合，即检验部分或全部回归系数是否为0、检验单个效应是否不在回归模型中以及检验平行线假定是否成立。本文通过两个实例，借助SAS软件实现前述提及的各种评分检验，并着重解释与评分检验有关的输出结果。 |
| 英文摘要: |
| The purpose of this article was to introduce the score test and the SAS implementation. Concretely， there were five common forms of the score test statistics， namely the general score test statistic，the robust score test statistic，the residual score test statistic，the generalized score test statistic，and the Lagrange multiplier test statistic. The score test was mainly used in the following three situations， namely， testing whether part or all of the regression coefficients were 0， testing whether a single effect was not in the regression model，and testing whether the parallel line hypothesis was established. The paper used two examples and the SAS software to realize the various score tests mentioned above， and focused on explaining the output results related to the score tests. |
| 查看全文 查看/发表评论 下载PDF阅读器 |
| 关闭 |