应用数学2009,Vol.22Issue(3):610-615,6.
基于固定效应的纵向数据分位点回归模型的参数估计及CDM和MSOM的等价性
Parameter Estimation and Equivalence between CDM and MSOM in Quantile Regression of Longitudinal Data Models with Fixed Effects
摘要
Abstract
The parameter estimation and statistical diagnostics for quantile regression of longitudinal data models with fixed effects are presented in this paper. The MM algorithm of parameters is first given. Then,the equivalence issue about case deletion models (CDM) and mean shift outlier models (MSOM) is discussed. Finally,The plasma concentrations data is used to illustrate our results.关键词
纵向数据/分位点回归/MM算法/数据删除模型/均值漂移模型Key words
Longitudinal Data/Quantile regression/Case deletion models/Mean shift outlier models分类
数理科学引用本文复制引用
王瑞瑞,林金官..基于固定效应的纵向数据分位点回归模型的参数估计及CDM和MSOM的等价性[J].应用数学,2009,22(3):610-615,6.基金项目
国家自然科学基金(10671032),江苏省自然科学基金(BK2008284) (10671032)