| 多维广义线性模型极大拟似然估计的渐近正态性 |
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| 引用本文： | 朱春华,项华,张登林,倪百秀.多维广义线性模型极大拟似然估计的渐近正态性[J].中国科学技术大学学报,2009,39(9). |
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| 作者姓名： | 朱春华 项华 张登林 倪百秀 |
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| 作者单位： | 1. 南京审计学院数学与统计学院,江苏南京,211815
2. 安徽大学数学科学学院,安徽合肥,230039 |
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| 摘 要： | 对固定设计的多维广义线性模型, 在λ(1/2/n)(1)/(2)λn/n→0和其他一些正则性条件下,证明了自然联系函数下的拟似然方程n∑i=1xi(yi-μ(x′iβ))=0 的解β^n即拟似然估计的渐近正态性, 其中,λn(λn) 表示∑ni=1xix′i的最小(最大)特征根, xi是有界的p×q回归变量,yi 是q×1响应变量.
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| 关 键 词： | 广义线性模型 拟似然估计 渐近正态性 |
Asymptotic normality of maximum quasi-likelihood estimators in multivariate generalized linear models |
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| ZHU Chun-hua,XIANG Hua,ZHANG Deng-lin,NI Bai-xiu.Asymptotic normality of maximum quasi-likelihood estimators in multivariate generalized linear models[J].Journal of University of Science and Technology of China,2009,39(9). |
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| Authors: | ZHU Chun-hua XIANG Hua ZHANG Deng-lin NI Bai-xiu |
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| Abstract: | For generalized linear models with fixed designs,under the assumption λ(~(1/2)_n)√λ_n→0and other regularity conditions,the asymptotic normality of maximum quasi-likelihood estimators β^_n,was proved,which is the solution to the quasi-likelihood equation sum from I=1 to n of 1x_I(y_1-μ(x'_iβ))=0 with natural link functions,where (-)λ_n ((-)λ_n) denotes the minimum (maximum ) eigenvalue sum from I=1 to n of x_1x'_2,x_1,are bounded p ×q regressors and;= 1y_I,are q×1 responses. |
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| Keywords: | generalized linear model quasi-likelihood estimator asymptotic normality |
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