吉林大学学报（理学版）2016，Vol.54Issue(3)：506-512,7.DOI:10.13413/j.cnki.jdxblxb.2016.03.18
基于高斯伪似然的正定相关阵估计及其应用
Positive Definite Correlation Matrix Estimator and Its Application Based on Gaussian Pseudo-likelihood
摘要
Abstract
Based on a Gaussian pseudo-likelihood method,we proposed a methd to estimate the consistency of the positive definite correlation matrix of generalized estimating equations.We proved that the Gaussian pseudo-likelihood estimators of AR (1 ), exchangeable and MA (1 ) working correlation matrices were positive definite,even if the correlation matrix was misspecified.Simulation result shows that the regression parameter estimator of the generalized estimating equations based on the positive definite correlation matrix estimator is efficient.关键词
广义估计方程/正定/高斯伪似然/工作相关阵Key words
generalized estimating equation/positive definite/Gaussian pseudo-likelihood/working correlation matrices分类
数理科学引用本文复制引用
袁晓惠,刘天庆..基于高斯伪似然的正定相关阵估计及其应用[J].吉林大学学报（理学版）,2016,54(3):506-512,7.基金项目
国家自然科学基金(批准号:11401048)和吉林省科技厅青年科研基金(批准号:20150520055JH （批准号:11401048）
20150520054JH) （）
