goldfeld meaning in Chinese
戈德费尔德
Examples
- 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
异方差的存在虽然并不破坏普通最小二乘估计量的无偏性,但是估计量的方差变大了。由于估计量方差的变大,就使通常假设检验的值不可靠。 - 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
在第二节中,首先综述了各种文献中给出的常用的检验异方差的方法,它们有图示法、斯皮尔曼( spearman )的秩相关系数检验法、帕克( park )检验法、格莱舍尔( glejser )检验法、戈德菲尔德-匡特( goldfeld - quandt )检验法。 - 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
由于戈德菲尔德-匡特检验方法只适用于一个自变量,因此,本文对g - q检验进行了推广,说明在多变量的情况下,可以利用主成分对样本数据进行排序,并强调使用戈德菲尔德-匡特检验的前提:低样本组各观察值的扰动项必须具有同方差性;高样本组各观察值的扰动项也必须具有同方差性,否则,检验的结果可能是错误的。