{"created":"2023-05-15T12:18:23.869643+00:00","id":8298,"links":{},"metadata":{"_buckets":{"deposit":"72ab69d6-7659-437b-9db6-59abe96c1694"},"_deposit":{"created_by":1,"id":"8298","owners":[1],"pid":{"revision_id":0,"type":"depid","value":"8298"},"status":"published"},"_oai":{"id":"oai:kansai-u.repo.nii.ac.jp:00008298","sets":["528:933:953:1232"]},"author_link":["16499","16498"],"item_10_alternative_title_20":{"attribute_name":"その他のタイトル","attribute_value_mlt":[{"subitem_alternative_title":"Vuong Test and Its Application to Linear Regression Models"}]},"item_10_biblio_info_7":{"attribute_name":"書誌情報","attribute_value_mlt":[{"bibliographicIssueDates":{"bibliographicIssueDate":"2004-06-15","bibliographicIssueDateType":"Issued"},"bibliographicIssueNumber":"1","bibliographicPageEnd":"60","bibliographicPageStart":"39","bibliographicVolumeNumber":"54","bibliographic_titles":[{"bibliographic_title":"關西大學經済論集"}]}]},"item_10_description_4":{"attribute_name":"概要","attribute_value_mlt":[{"subitem_description":"モデル選択のための検定(tests for model selection)として近年よく用いられるようになってきた,Vuong(1989)検定の理諭と応用について考察する.Vuong検定は,Kullback-Leibler情報量を基準として,2つの競合するモデルを選択するための検定である.Vuong検定とよく似た考え方に,AIC (Akaike Information Criterion)を始めとするモデル選択基準や,Cox(1961)を起源とするNon-nested検定がある.AICを始めとするモデル選択基準は予測に用いるモデルを選択するための指標であり,Non-nested検定は,2つのモデルのうち,一方のモデルが真の分布を含むことを帰無仮説とし他方のモデルが真の分布を含むことを対立仮説とする検定である.一方,Vuong検定は,2つのモデルのうち,どちらのモデルがより真の分布に近い分布を含むかを検定するものである.この\"どちらのモデルがより真のデータ生成過程に近い分布を有しているかを検定する\"という発想が,従来の検定と一線を画すところである.この現実的な発想は,従来の手法よりも粗い結論を導くが,その代わりに一般性を持つ議論を可能にしている.この論文では,従来からのNon-nested検定やモデル選択基準との比較を通してVuong検定の独自性を明らかにし,最も重要な応用例である正規線形回帰モデルヘの適用時における新たな運用法を提案する.","subitem_description_type":"Other"}]},"item_10_full_name_3":{"attribute_name":"著者別名","attribute_value_mlt":[{"nameIdentifiers":[{"nameIdentifier":"16499","nameIdentifierScheme":"WEKO"}],"names":[{"name":"Matsuo, Akihiko"}]}]},"item_10_publisher_34":{"attribute_name":"出版者","attribute_value_mlt":[{"subitem_publisher":"關西大学經済學會"}]},"item_10_relation_43":{"attribute_name":"シリーズ","attribute_value_mlt":[{"subitem_relation_name":[{"subitem_relation_name_text":"経済学文献季報分類番号; 16-10"}]}]},"item_10_source_id_10":{"attribute_name":"書誌レコードID","attribute_value_mlt":[{"subitem_source_identifier":"AN00046869","subitem_source_identifier_type":"NCID"}]},"item_10_source_id_8":{"attribute_name":"ISSN","attribute_value_mlt":[{"subitem_source_identifier":"04497554","subitem_source_identifier_type":"ISSN"}]},"item_10_version_type_17":{"attribute_name":"著者版フラグ","attribute_value_mlt":[{"subitem_version_resource":"http://purl.org/coar/version/c_970fb48d4fbd8a85","subitem_version_type":"VoR"}]},"item_creator":{"attribute_name":"著者","attribute_type":"creator","attribute_value_mlt":[{"creatorNames":[{"creatorName":"松尾, 精彦"}],"nameIdentifiers":[{"nameIdentifier":"16498","nameIdentifierScheme":"WEKO"},{"nameIdentifier":"00199754","nameIdentifierScheme":"e-Rad","nameIdentifierURI":"https://nrid.nii.ac.jp/ja/nrid/1000000199754"}]}]},"item_files":{"attribute_name":"ファイル情報","attribute_type":"file","attribute_value_mlt":[{"accessrole":"open_date","date":[{"dateType":"Available","dateValue":"2019-05-22"}],"displaytype":"detail","filename":"KU-1100-20040615-03.pdf","filesize":[{"value":"1.3 MB"}],"format":"application/pdf","licensetype":"license_note","mimetype":"application/pdf","url":{"label":"KU-1100-20040615-03.pdf","url":"https://kansai-u.repo.nii.ac.jp/record/8298/files/KU-1100-20040615-03.pdf"},"version_id":"fca4697b-d3f6-4a7c-a275-68bc036372ea"}]},"item_keyword":{"attribute_name":"キーワード","attribute_value_mlt":[{"subitem_subject":"関西大学","subitem_subject_scheme":"Other"},{"subitem_subject":"Kansai University","subitem_subject_scheme":"Other"},{"subitem_subject":"関西大学経済論集","subitem_subject_scheme":"Other"},{"subitem_subject":"Tests for Model selection","subitem_subject_scheme":"Other"},{"subitem_subject":"Kullback-Leibler Information","subitem_subject_scheme":"Other"},{"subitem_subject":"Non-nested Test","subitem_subject_scheme":"Other"}]},"item_language":{"attribute_name":"言語","attribute_value_mlt":[{"subitem_language":"jpn"}]},"item_resource_type":{"attribute_name":"資源タイプ","attribute_value_mlt":[{"resourcetype":"departmental bulletin paper","resourceuri":"http://purl.org/coar/resource_type/c_6501"}]},"item_title":"Vuong testとその正規線形モデルへの適用法","item_titles":{"attribute_name":"タイトル","attribute_value_mlt":[{"subitem_title":"Vuong testとその正規線形モデルへの適用法"}]},"item_type_id":"10","owner":"1","path":["1232"],"pubdate":{"attribute_name":"公開日","attribute_value":"2018-02-28"},"publish_date":"2018-02-28","publish_status":"0","recid":"8298","relation_version_is_last":true,"title":["Vuong testとその正規線形モデルへの適用法"],"weko_creator_id":"1","weko_shared_id":1},"updated":"2023-05-15T15:06:20.058287+00:00"}