[1]朱春华,单苗慧,高启兵.多元广义线性模型经验似然方法分析[J].南京师大学报(自然科学版),2024,(01):7-13.[doi:10.3969/j.issn.1001-4616.2024.01.002]
　Zhu Chunhua,Shan Miaohui,Gao Qibing.Analysis of Empirical Likelihood Methods for Multivariate Generalized Linear Models[J].Journal of Nanjing Normal University(Natural Science Edition),2024,(01):7-13.[doi:10.3969/j.issn.1001-4616.2024.01.002]
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多元广义线性模型经验似然方法分析()
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《南京师大学报（自然科学版）》[ISSN:1001-4616/CN:32-1239/N]

卷:
期数:
2024年01期
页码:
7-13
栏目:
数学
出版日期:
2024-03-15

文章信息/Info

Title:
Analysis of Empirical Likelihood Methods for Multivariate Generalized Linear Models
文章编号:
1001-4616(2024)01-0007-07
作者:
朱春华1; 单苗慧1; 高启兵2
(1.南京审计大学统计与数据科学学院,江苏 南京 211815)
(2.南京师范大学数学科学学院,江苏 南京 210046)
Author(s):
Zhu Chunhua1; Shan Miaohui1; Gao Qibing2
(1.School of Statistics and Data Science,Nanjing Audit University,Nanjing,211815,China)
(2.School of Mathematical Sciences,Nanjing Normal University,Nanjing,210046,China)
关键词:
多元广义线性模型; 广义估计方程; 经验似然; 置信域
Keywords:
multivariate generalized linear models; generalized estimating equations; empirical likelihood; confidence region
分类号:
O212.4
DOI:
10.3969/j.issn.1001-4616.2024.01.002
文献标志码:
A
摘要:
针对多元广义线性模型,基于估计相关阵、广义估计方程和经验似然方法,本文构造出经验似然比统计量,此统计量能克服“工作相关阵”方法的误设定问题. 在一定的条件下,本文也获得了经验似然比统计量渐近Wilks性质,该结果可用作未知参数向量置信域的构造. 最后,通过数值模拟对所提方法的有效性进行验证.
Abstract:
For the generalized linear models with multivariate responses,based on the estimating correlation matrix,the generalized estimating equations and empirical likelihood methods,this paper constructs the empirical likelihood ratio statistics which can overcome the mistakenly specification caused by the method of “working correlation matrix”. Under certain assumptions,this paper also obtains the asymptotic Wilks property of the empirical likelihood ratio statistics,which can be used to construct the confidence region of the unknown parameter. Last,the validity of the proposed method is verified through the numerical simulations.

参考文献/References:

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备注/Memo

备注/Memo:
收稿日期:2022-07-07.
基金项目:国家社科基金项目(21BTJ030).
通讯作者:朱春华,副教授,研究方向:近代回归分析.E-mail:zhuchunhua@nau.edu.cn
更新日期/Last Update: 2024-03-15