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Testing-Using-permutation-test
- 。该法根据所研 究的问题构造检验统计量,并利用手头样本,按排列组合的原理导出检验统计量的理论抽样分布; 若难以导出确切的理论分布,则采用抽样模拟的方法估计其近似分布,然后求出从该分布中获得 手头样本及更极端样本的概率(P值),并界定此概率值,作出推论。-It is sample.based distribution-free method,which makes use of“permutation or combination”to get the theo. retical
ltest_rob.m
- Robust version of the linearity test against a Logistic STAR specification. The test is based on the third-order Taylor series expansion of the logistic function arounf the null hypothesis.