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缺失数据下广义非线性回归的经验似然及诊断∗

牛翔宇 冯予

重庆工商大学学报(自然科学版)2016,Vol.33Issue(6):15-21,7.
重庆工商大学学报(自然科学版)2016,Vol.33Issue(6):15-21,7.DOI:10.16055/j.issn.1672-058X.2016.0006.003

缺失数据下广义非线性回归的经验似然及诊断∗

Empirical Likelihood and Diagnosis of Generalized Nonlinear Regression under Data Missing

牛翔宇 1冯予1

作者信息

  • 1. 南京理工大学 理学院,南京210094
  • 折叠

摘要

Abstract

This paper studies the diagnosis problems of generalized nonlinear regression model under data missing, under random missing of response variables, firstly uses empirical likelihood method to conduct parameter estimation, obtains its asymptotic confidence interval, then through random simulation and comparison, gets that empirical likelihood method is more superior than general methods in solving the asymptotic confidence interval, based on the analysis of the impact of the model, proposes the diagnosis statistical data such as empirical likelihood distance, empirical Cook distance, and standardized pseudo⁃residuals and finally uses examples to verify the effectiveness and feasibility of the statistical diagnosis method.

关键词

广义非线性回归/缺失数据/经验似然/广义Cook距离/经验似然距离/置信区间

Key words

generalized nonlinear regression/data missing/empirical likelihood/generalized Cook distance/empirical likelihood distance/confidence interval

分类

数理科学

引用本文复制引用

牛翔宇,冯予..缺失数据下广义非线性回归的经验似然及诊断∗[J].重庆工商大学学报(自然科学版),2016,33(6):15-21,7.

基金项目

国家自然科学基金(11271189). ()

重庆工商大学学报(自然科学版)

1672-058X

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