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单指标模型
释义
单指标模型
Encyclopedia
理学
非参数回归模型
释
single-index model
单指标模型
一种用于进行统计推断的数学模型,设有一维随机变量和维协变量,如果和满足以下的模型关系: 式中为未知参数;为模型误差;满足和,即和服从单指标模型。如果的形式已知,则为参数单指标模型,若对的函数形式不加假定,则为半参数单指标模型,一般的单指标模型指的都是半参数单指标模型,称为联系函数,称为指标。
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