| 纵向数据中伪似然方程的根的相合性 |
| |
| 引用本文： | 闫莉,陈淑兰.纵向数据中伪似然方程的根的相合性[J].海南师范大学学报(自然科学版),2011,24(3). |
| |
| 作者姓名： | 闫莉 陈淑兰 |
| |
| 作者单位： | 广西大学数学与信息科学学院,广西南宁,530004 |
| |
| 基金项目： | 国家自然科学基金资助项目(11061002) |
| |
| 摘 要： | 研究了伪似然方程的根的渐近存在性和相合性大样本性质.伪似然方程是研究纵向数据的一种方法,它是广义估计方程(GEE)的一种推广,用适当的矩阵去估计相关阵,这也是研究意义所在. 自从Shao(1999)定义伪似然方程以来,其大样本性质也不断完善. 本文证明了在一定条件下伪似然方程的根的渐近存在性及相合性.
|
| 关 键 词： | 纵向数据 伪似然方程 渐近存在性 相合性 |
Consistency of Pseudo-likelihood Equation of Longitudinal Data |
| |
| YAN Li,CHEN Shulan.Consistency of Pseudo-likelihood Equation of Longitudinal Data[J].Journal of Hainan Normal University:Natural Science,2011,24(3). |
| |
| Authors: | YAN Li CHEN Shulan |
| |
| Institution: | YAN Li,CHEN Shulan(College of Mathematics and Information Sciences,Guangxi University,Nanning 530004,China) |
| |
| Abstract: | The asymptotic existence and consistency of the solutions of pseudo-likelihood equation are studied in this paper.Pseudo-likelihood equation is the extension of the generalized estimating equation,which is an approach used to study longitudinal data.The use of appropriate matrix to estimate the correlation matrix that is the researching significance we need.Large sample properties of pseudo-likelihood equation have been enriched since the definition of properties of pseudo-likelihood equation is proposed by... |
| |
| Keywords: | Longitudinal date Pseudo-likelihood equation Asymptotic existence Consistency |
| 本文献已被 CNKI 万方数据 等数据库收录！ |
|
