| 半参数非线性模型中的t-型估计和影响分析 |
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| 引用本文： | 姜荣,邵明江,钱伟民.半参数非线性模型中的t-型估计和影响分析[J].华东师范大学学报(自然科学版),2011,2011(3):1-11. |
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| 作者姓名： | 姜荣 邵明江 钱伟民 |
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| 作者单位： | 1. 同济大学,应用数学系,上海,200092
2. 华东师范大学,数学系,上海,200062 |
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| 摘 要： | 给出半参数非线性回归模型的t-型估计及其EM算法,同时获得估计的相合性及渐近正态性.并基于EM算法中的Q函数,研究了半参数非线性回归模型的统计诊断方法.最后,用一个模拟例子和一个实际例子验证了本文提出的t-型估计和诊断方法的有效性.
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| 关 键 词： | 半参数模型 非线性模型 t-型回归估计 Cook距离 局部影响分析 P-样条 EM算法 |
| 收稿时间： | 2010-6-1 |
| 修稿时间： | 2010-9-1 |
t-type estimators and influence diagnostics in semiparametric nonlinear models |
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| JIANG Rong,SHAO Ming-jiang,QIAN Wei-min.t-type estimators and influence diagnostics in semiparametric nonlinear models[J].Journal of East China Normal University(Natural Science),2011,2011(3):1-11. |
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| Authors: | JIANG Rong SHAO Ming-jiang QIAN Wei-min |
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| Institution: | 1. Department of Mathematics, Tongji University, Shanghai 200092, China
2. Department of Mathematics, East China Normal University, Shanghai 200062, China |
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| Abstract: | t-type regression estimators for the semiparametric nonlinear models were defined, and the EM algorithm for the t-type estimators were given. Moreover, the consistency of t-type regression estimators was obtained. And on the basis of the Q-function in the EM algorithm, statistical diagnostics methods were investigated. Finally, the proposed algorithm was tested by simulation analysis and by a real data sample. |
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| Keywords: | semiparametric regression nonlinear model t-type regression estimator Cook distance local influence penalized spline EM algorithm |
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