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标题: 请教检验结果p值是Biased的问题 [打印本页]

作者: shiyiming 时间: 2009-3-31 21:04
标题: 请教检验结果p值是Biased的问题
运行[code:2rd6qsbm]proc model data=n1;
parms ma1 ma2 mu arch0 arch1 arch2 garch1 garch2;
et=mu+ma1*zlag1(resid.et)+ma2*zlag2(resid.et);
h.et=arch0+arch1*xlag1(resid.et**2,mse.et)+arch2*xlag2(resid.et**2,mse.et)+garch1*xlag1(h.et,mse.et)+garch2*xlag2(h.et,mse.et);
fit et/ method=marquardt fiml out=forcast outall normal;
run;
quit;[/code:2rd6qsbm]

结果输出：[img]             Nonlinear FIML Parameter Estimates

                                                         Approx                Approx
                           Parameter    Estimate    Std Err t Value    Pr > |t|

                           ma1          0.228927    0.0513 <------    Biased
                           ma2             0.6842    0.0438 <------    Biased
                           mu             0.968339    0.3448 <------    Biased
                           arch0          4022.376          0 <------    Biased
                           arch1          0.210796    0.0754 <------    Biased
                           arch2          0.084113    0.0717 <------    Biased
                           garch1          -0.4796    0.1028 <------    Biased
                           garch2       0.275604    0.0802 <------    Biased

                           NOTE: The model was singular. Some estimates are marked 'Biased'.
[/img]请问这是什么原因呢？

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