摘要
本文探讨了如何选择协变量的问题,提出了协变量选择的典则相关检验法,给出了检验统计量的近似分布,并且在经济、生物和医药等方面常见的三种误差协方差阵的假定下进行了计算机模拟,其结果显示了协变量选择的必要性及典则相关检验法的优良性．
In this paper we study the problem about how to select the covariables. A new test approach by using the canonical correlation is proposed, the approximate distribution of the test statistics is gived. A simulation comparision is made under three forms of covariance matrices which are adopted very often in the economy, biology and medicine. Our results show that the necessity of covariable selection and the good properity of the canonical correlation test method.
出处
《应用概率统计》
CSCD
北大核心
2007年第1期25-30,共6页
Chinese Journal of Applied Probability and Statistics
基金
国家自然科学基金(10271010)
北京市自然科学基金(1032001)基金资助课题
