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Abstract:
基于广义估计方程和二次推断函数方法,提出了纠偏的广义经验似然方法对纵向数据单指标模型进行统计推断,获得了模型中指标参数分量的极大经验似然估计和纠偏的广义经验对数似然比统计量.证明了相关估计量在一定条件下具有渐近正态性,且纠偏的广义经验对数似然比统计量依分布收敛于χ2分布,利用所得结果,可以构造未知参数的置信域及相关的假设检验.
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Source :
北京工业大学学报
Year: 2015
Issue: 02
Volume: 41
Page: 316-320
Cited Count:
WoS CC Cited Count: 0
SCOPUS Cited Count:
ESI Highly Cited Papers on the List: 0 Unfold All
WanFang Cited Count:
Chinese Cited Count:
30 Days PV: 1
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