| 具有AR(1)误差的非线性随机效应模型中自相关系数的扰动诊断 |
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| 引用本文： | 杨爱军,林金官,韦博成. 具有AR(1)误差的非线性随机效应模型中自相关系数的扰动诊断[J]. 应用数学, 2006, 19(4): 818-822 |
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| 作者姓名： | 杨爱军 林金官 韦博成 |
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| 作者单位： | 1. 东南大学数学系,江苏,南京,210096
2. 东南大学数学系,江苏,南京,210096;江苏教育学院数学系,江苏,南京,210013 |
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| 摘 要： | 随机效应模型广泛应用于刻画重复测量数据的特征,Banerjee和Frees[1]用Cook距离,Lesaffre和Verbeke[2]用影响曲率分别对线性随机效应模型进行了分析.本文利用影响曲率对具有AR(1)误差的非线性随机效应模型中的自相关系数扰动进行了分析,得到了影响曲率的表达式,并且利用血浆药物渗透数据(Davidian和Gillinan[3])来说明分析方法的应用.
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| 关 键 词： | AR(1)误差 扰动诊断 非线性随机效应模型 自相关系数 影响曲率 |
| 文章编号： | 1001-9847(2006)04-0818-05 |
| 收稿时间： | 2006-03-27 |
| 修稿时间： | 2006-03-27 |
Perturbation Diagnostics of Autocorrelation Coefficients in Nonlinear Models with Random Effects and AR(1) Errors |
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| YANG Ai-jun,LIN Jin-guan,WEI Bo-cheng. Perturbation Diagnostics of Autocorrelation Coefficients in Nonlinear Models with Random Effects and AR(1) Errors[J]. Mathematica Applicata, 2006, 19(4): 818-822 |
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| Authors: | YANG Ai-jun LIN Jin-guan WEI Bo-cheng |
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| Affiliation: | 1. Department of Mathematics, Southeast University, Jiangsu Nanjing 210096, China; 2. Department of Mathematics , Jiangsu Institute of Education, Jiangsu Nanjing 210013 ,China |
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| Abstract: | Random effects models are widely used to model the characteristics of repeated measurement data.Banerjee & Frees [1] and Lesaffre & Verbeke [2] respectively used Cook displacemnet and influence curvature to analyse linear random effects models.This paper uses influence curvature to study perturbation diagnostics of autocorrelation coefficients in nonlinear models with AR(1) errors.The plasma infiltration data (Daridian and Gillinan [3]) is used to illustrate our results. |
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| Keywords: | AR(1) errors Perturbation diagnostic Nonlinear models with random effects Autocorrelation coefficient Influence curvature |
| 本文献已被 CNKI 维普 万方数据 等数据库收录！ |
