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1.
本将随机效应当作是缺失数据,基于Q函数和EM算法并利用P-样条拟合非参数部分,得到了纵向数据半参数Beta回归模型估计方法.基于数据删除模型,我们得到了模型参数部分的广义Cook距离以及非参数部分的广义DFIT.此外,本文还研究了在四种不同扰动情形下模型的局部影响分析,得到了相应的影响矩阵.最后,我们通过两个数值实例验证了所得诊断统计量的有效性.  相似文献   

2.
半参数广义线性混合效应模型的估计及其渐近性质   总被引:1,自引:0,他引:1       下载免费PDF全文
半参数广义线性混合效应模型在心理学、生物育种、医学等领域有广泛的应用. Zhang(1998)用最大惩罚似然函数的方法(MPLE)对模型的参数和非参数部分进行了估计, 而Zhang (1998) MPLE方法只适用于正态数据模型. 对于泊松等常用的模型, 常的方法是将随机效应看作缺失数据, 再引入EM算法. 本文基于McCulloch 1997)提出的MCNR算法, 此算法推广到半参数广义线性混合效应模型中并得到相应的估计算法. 于非参数部分, 本文采用P样条拟合并利用GCV方法选取光滑参数, 时证明了所得估计的相合性和渐近正态性. 最后, 过模拟和实例与其它算法作比较验证本文估计方法的有效性.  相似文献   

3.
非参数固定效应Panel Data模型的统计推断   总被引:1,自引:0,他引:1  
本文主要讨论了非参数固定效应Panel data模型的估计与检验问题,首先我们利用Profile最小二乘方法得到了固定效应与非参数部分的估计;接着基于比较原假设与备择假设下模型拟合的残差平方和的思想针对固定效应的检验问题构造了检验统计量,并给出了计算检验p-值的F分布逼近法。  相似文献   

4.
本文将半参数线性混合效应模型推广应用到一类具有零膨胀的纵向数据或集群数据的研究中,提出了一类新的半参数混合效应模型,然后利用广义交叉核实法选取光滑参数,通过最大惩罚似然函数方法与EM算法给出了模型参数部分与非参数部分的估计方法,最后,通过模拟和实例说明了本文方法的有效性.  相似文献   

5.
针对纵向数据广义部分线性模型,通常的做法是用样条或核方法逼近非参部分,之后利用广义估计方程方法(GEE)估计参数部分.本文使用B样条逼近非参函数,并基于二次推断函数的方法对参数和非参数进行估计,并给出了估计量的大样本性质.模拟表明本文的方法改进了GEE的效率.  相似文献   

6.
在广义参数和非参数模型中, 虽然不存在异方差检验问题, 但是方差成分的检验问题仍是研究者们关心的对象. 本文利用P-样条的方法, 研究了广义单指标混合模型的方差成分检验问题. 得到了检验广义单指标混合模型是否存在由随机效应引起的偏大离差问题的Score检验统计量, 最后给出计算机模拟的例子, 证实了文中所提出方法的可行性和有效性, 推广和发展了先前的研究工作  相似文献   

7.
部分线性模型也就是响应变量关于一个或者多个协变量是线性的, 但对于其他的协变量是非线性的关系\bd 对于部分线性模型中的参数和非参数部分的估计方法, 惩罚最小二乘估计是重要的估计方法之一\bd 对于这种估计方法, 广义交叉验证法提供了一种确定光滑参数的方法\bd 但是, 在部分线性模型中, 用广义交叉验证法确定光滑参数的最优性还没有被证明\bd 本文证明了利用惩罚最小二乘估计对于部分线性模型估计时, 用广义交叉验证法选择光滑参数的最优性\bd 通过模拟验证了本文中所提出的用广义交叉验证法选择光滑参数具有很好的效果, 同时, 本文在模拟部分比较了广义交叉验证和最小二乘交叉验证的优劣.  相似文献   

8.
非参数混合效应模型中的删除诊断   总被引:1,自引:0,他引:1  
本文考虑了非参数混合模型中的子集删除诊断.在非参数混合模型的框架下,得到了用两种方法所得非参数元素估计的系数矩阵相等,同时用两种方法得到的随机效应预测的系数矩阵也相同.在此等价性的基础上,我们将现有文献中对线性模型的11删除=替代”准则推广至非参数混合模型场合.不仅得到了固定效应的删除诊断公式,还得到了随机效应的删除诊断公式.此外,我们通过模拟数据分析和真实数据分析说明了我们方法的有效性.  相似文献   

9.
刘高生  柏杨  余平 《数学学报》2023,(2):239-252
本文提出了部分函数型线性空间自回归模型的空间效应以及参数效应的假设检验问题.首先利用函数型主成分分析方法估计斜率函数,利用广义矩估计方法估计参数.然后利用得到的相合估计,在原假设和备择假设下,构造了基于残差平方和的检验统计量,同时给出了此检验统计量的渐近性质.模拟结果表明在有限样本下,检验统计量具有良好表现.最后将部分函数型线性空间自回归模型的检验应用到一个关于经济增长的数据案例中,说明所提出的检验统计量的应用表现.  相似文献   

10.
在回归分析中, 随机误差是否存在方差非齐性是大家十分关心的问题, 本文根据Laplace展开原理针对随机效应的影响研究了基于纵向数据的离散型半参数广义线性模型的方差成分检验,得到了Score检验统计量, 最后通过一个实例和计算机模拟验证了本文所提出的方法的有效性.  相似文献   

11.
The velocity field and the shear stress corresponding to the motion of a generalized Oldroyd-B fluid due to an infinite circular cylinder subject to a longitudinal time-dependent shear stress are established by means of the Laplace and finite Hankel transforms. The exact solutions, written under series form, can be easily specialized to give the similar solutions for generalized Maxwell and generalized second grade fluids as well as for ordinary Oldroyd-B, Maxwell, second grade and Newtonian fluids performing the same motion. Finally, some characteristics of the motion as well as the influence of the material parameters on the behavior of the fluid are shown by graphical illustrations.  相似文献   

12.
本文首次建立了矩形宏单元的B-Ⅰ模型,比现有模式更具实用价值及灵活性.为建立薄板内力R的影响面,文中定义了诸相应的广义分布荷载q.算例表明,本文提出的模型及广义荷载公式具有计算精度高,占用内存少等优点,对承受移动荷载的板结构,诸如双向连续桥面板,高桩码头无梁板等效果尤为突出.  相似文献   

13.
Local influence in multilevel regression for growth curves   总被引:1,自引:0,他引:1  
Influence analysis is important in modelling and identification of special patterns in the data. It is well established in ordinary regression. However, analogous diagnostics are generally not available for the multilevel regression model, in which estimation involves a complex iterative algorithm. This paper studies the local influence of small perturbations on the parameter estimates in the multilevel regression model with application to growth curves. The estimation is based on the iterative generalized least-squares (IGLS) method suggested by Goldstein (Biometrika 73 (1986) 43). The generalized influence function and generalized Cook statistic (Biometrika 84(1) (1997) 175) of IGLS of unknown parameters under some specific simultaneous perturbations are derived to study the joint influence of subject units on parameter estimators. The perturbation scheme is introduced through a variance–covariance matrix of error variables. A one-step approximation formula is suggested for simplifying the computations. The method is examined on growth-curve data.  相似文献   

14.
The influence of 16 boundary conditions on linear and nonlinear stability analyses of Rayleigh–Bénard system is reported. A Stuart–Landau amplitude equation for the Rayleigh–Bénard system between stress-free, isothermal boundary conditions is derived and the procedure used in this derivation serves as guidance for constructing an appropriate Fourier–Galerkin expansion for the other 15 boundary conditions to derive a generalized Lorenz model. The influence of the boundary conditions comes within the coefficients of the generalized Lorenz model. It is shown that the obtained generalized Lorenz model is energy conserving and for certain boundary conditions it retains features of the classical Lorenz model. Further, the principle of exchange of stabilities is shown to be valid for the present problem and hence it is the steady-state, linearized version of the generalized Lorenz model which yields an analytical expression for the Rayleigh number. On minimizing this expression with respect to wave number the critical Rayleigh number at which the onset of regular convective motion occurs in the form of rolls is determined for all 16 boundary conditions. It is found that these values are in good agreement with those of previous investigations leading to the conclusion that the chosen minimal Fourier–Galerkin expansion is a valid one. Exhibition of chaotic motion in the generalized Lorenz system at the Hopf Rayleigh number is studied. The phase-space plots which indicate a clear-cut visualization of the transition from regular convective motion to chaotic motion in the generalized Lorenz system are presented. Further, existence of a developing region for chaos (mildly chaotic motion) and windows of periodicity are captured using the bifurcation diagrams. It is concluded from the phase-space plots and the bifurcation diagrams that the generalized Lorenz model for certain sets of boundary conditions retains all the features of the classical Lorenz model. Such a conclusion cannot be made by a linear stability analysis and the need thus for a nonlinear analysis is highlighted in the paper.  相似文献   

15.
This paper deals with the unsteady helical flows of a generalized Oldroyd-B fluid between two infinite coaxial cylinders and within an infinite cylinder. The fractional calculus approach is used in the constitutive relationship of fluid model. Exact analytical solutions are obtained with the help of integral transforms (Laplace transform, Weber transform and finite Hankel transform). The corresponding solutions for generalized second grade and Maxwell fluids as well as those for the Newtonian and ordinary Oldroyd-B fluids are also given in limiting cases. Finally, the influence of model parameters on the velocity field is also analyzed by graphical illustrations.  相似文献   

16.
ASSESSMENT OF LOCAL INFLUENCE IN MULTIVARIATE ANALYSIS   总被引:3,自引:0,他引:3  
ASSESSMENTOFLOCALINFLUENCEINMULTIVARIATEANALYSIS¥(石磊,王学仁)ShiLei;WangXueren(InstituteofAppliedMathematicsofYunnanProvinceDepar...  相似文献   

17.
半参数广义线性随机效应模型的影响分析   总被引:1,自引:0,他引:1       下载免费PDF全文
该文系统研究了半参数广义线性随机效应模型的统计诊断与影响分析方法, 证明了数据删除模型和均值漂移模型的等价性定理, 给出了广义Cook距离等诊断统计量及异常点的Score检验统计量并研究了该模型的局部影响分析,分别对加权扰动模型, 响应变量扰动模型得到了影响距阵的计算公式, 最后通过一个实例验证了文中给出诊断方法的有效性.  相似文献   

18.
19.
In the framework of cooperative game theory, the concept of generalized value, which is an extension of that of value, has been recently proposed to measure the overall influence of coalitions in games. Axiomatizations of two classes of generalized values, namely probabilistic generalized values and generalized semivalues, which extend probabilistic values and semivalues, respectively, are first proposed. The axioms we utilize are based on natural extensions of axioms involved in the axiomatizations of values. In the second half of the paper, special instances of generalized semivalues are also axiomatized.  相似文献   

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