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非线性随机效应模型基于统计曲率的统计诊断
引用本文:赵为华,冯予. 非线性随机效应模型基于统计曲率的统计诊断[J]. 南京理工大学学报(自然科学版), 2005, 29(2): 244-247
作者姓名:赵为华  冯予
作者单位:南京理工大学,理学院,江苏,南京,210094;南通大学,理学院,江苏,南通,226007;南京理工大学,理学院,江苏,南京,210094
摘    要:该文研究了非线性随机效应模型,为非线性张度大的模型提供了理论和方法。首先在欧氏空间上建立了类似Bates和Wafts的几何结构,然后在这基础上研究了均值漂移模型的曲率度量,导出了相应的Cook距离、似然距离等诊断统计量的二阶近似公式。

关 键 词:随机效应  统计曲率  统计诊断  均值漂移  Cook距离  似然距离
文章编号:1005-9830(2005)02-0244-04
修稿时间:2003-03-06

Statistical Diagnosis of Nonlinear Models with Random Effects in Terms of Statistical Curvature
ZHAO Wei-hua,FENG Yu. Statistical Diagnosis of Nonlinear Models with Random Effects in Terms of Statistical Curvature[J]. Journal of Nanjing University of Science and Technology(Nature Science), 2005, 29(2): 244-247
Authors:ZHAO Wei-hua  FENG Yu
Affiliation:ZHAO Wei-hua 1,2,FENG Yu 1
Abstract:We discussed the nonlinear models with random effects,presented the theory and methods for the models with large nonlinearity. First, a geometric framework is proposed for this model in Euclidean inner product space. Then, by using this geometric framework the curvature measure about the mean shift models is studied.The Cook distance and the likelihood distance are obtained in terms of curvature.
Keywords:random effects  statistical curvature  statistical diagnostics  mean shift  Cook distance  likelihood distance
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