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作者:

Yang YiPing (Yang YiPing.) | Li GaoRong (Li GaoRong.) (学者:李高荣) | Tong TieJun (Tong TieJun.)

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Scopus SCIE CSCD

摘要:

Generalized linear measurement error models, such as Gaussian regression, Poisson regression and logistic regression, are considered. To eliminate the effects of measurement error on parameter estimation, a corrected empirical likelihood method is proposed to make statistical inference for a class of generalized linear measurement error models based on the moment identities of the corrected score function. The asymptotic distribution of the empirical log-likelihood ratio for the regression parameter is proved to be a Chi-squared distribution under some regularity conditions. The corresponding maximum empirical likelihood estimator of the regression parameter pi is derived, and the asymptotic normality is shown. Furthermore, we consider the construction of the confidence intervals for one component of the regression parameter by using the partial profile empirical likelihood. Simulation studies are conducted to assess the finite sample performance. A real data set from the ACTG 175 study is used for illustrating the proposed method.

关键词:

corrected score empirical likelihood generalized linear model measurement error

作者机构:

  • [ 1 ] [Yang YiPing]Chongqing Technol & Business Univ, Coll Math & Stat, Chongqing 400067, Peoples R China
  • [ 2 ] [Li GaoRong]Beijing Univ Technol, Beijing Ctr Sci & Engn Comp, Beijing 100124, Peoples R China
  • [ 3 ] [Li GaoRong]Beijing Univ Technol, Coll Appl Sci, Beijing 100124, Peoples R China
  • [ 4 ] [Tong TieJun]Hong Kong Baptist Univ, Dept Math, Hong Kong, Hong Kong, Peoples R China

通讯作者信息:

  • 李高荣

    [Li GaoRong]Beijing Univ Technol, Beijing Ctr Sci & Engn Comp, Beijing 100124, Peoples R China

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来源 :

SCIENCE CHINA-MATHEMATICS

ISSN: 1674-7283

年份: 2015

期: 7

卷: 58

页码: 1523-1536

1 . 4 0 0

JCR@2022

ESI学科: MATHEMATICS;

ESI高被引阀值:54

JCR分区:2

中科院分区:3

被引次数:

WoS核心集被引频次: 15

SCOPUS被引频次: 14

ESI高被引论文在榜: 0 展开所有

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中文被引频次:

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