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缺失数据下广义变系数模型的均值借补估计
引用本文:李志强,薛留根. 缺失数据下广义变系数模型的均值借补估计[J]. 数理统计与管理, 2007, 26(3): 444-448
作者姓名:李志强  薛留根
作者单位:北京化工大学理学院,北京,100029;北京工业大学应用数理学院,北京,100022;北京化工大学理学院,北京,100029
摘    要:本文在响应变量随机缺失时,给出广义变系数模型中响应变量的2个均值拟似然借补估计。证明了它们具有渐近正态性,并进行了模拟研究。

关 键 词:广义变系数模型  随机缺失  局部线性拟似然估计  均值借补估计  渐f近正态性
文章编号:1002-1566(2007)03-0444-05
修稿时间:2006-01-13

The Mean Imputation Estimators of Generalized Varying-ciefficient Models with Missing Data
LI Zhi-qiang,XUE Liu-gen. The Mean Imputation Estimators of Generalized Varying-ciefficient Models with Missing Data[J]. Application of Statistics and Management, 2007, 26(3): 444-448
Authors:LI Zhi-qiang  XUE Liu-gen
Affiliation:1. College of Sciences, Beijing University of Chemistry and Technology, Beijing, 100029, China; 2. College of Applied Sciences, Beijing University of Technology, Beijing, 100022, China
Abstract:We develop two local quasi - likelihood imputation estimators for mean in a generalized varying - ciefticient model when response variables are missing at random. It is shown that the proposed mean imputation estimators are asymptoyically normal.
Keywords:generalized varying- ciefficient model   missing at random   local linear quasi - likelihood estimation   imputation estimators of mean   asymptotically normal
本文献已被 CNKI 维普 万方数据 等数据库收录!
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