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| 纵向数据半参数Beta回归模型的影响分析 | |
| 引用本文： | 赵为华,李泽安,徐相建.纵向数据半参数Beta回归模型的影响分析[J].应用数学学报,2012,35(4):677-692. |
| 作者姓名： | 赵为华 李泽安 徐相建 |
| 作者单位： | 1. 华东师范大学金融与统计学院,上海200241;南通大学理学院,南通226007 2. 南通大学计算机学院,南通,226007 3. 南通大学理学院,南通,226007 |
| 基金项目： | 国家自然科学基金，南通大学自然科学基金 |
| 摘 要： | 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. |
| 关 键 词： | Beta回归 纵向数据 半参数 影响分析 P-样条 EM算法 |
Influence Analysis for Semi-parametric Beta Regression Model with Longitudinal Data |
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| ZHAO WEIHUA , LI ZEAN , XU XIANGJIAN.Influence Analysis for Semi-parametric Beta Regression Model with Longitudinal Data[J].Acta Mathematicae Applicatae Sinica,2012,35(4):677-692. | |
| Authors: | ZHAO WEIHUA LI ZEAN XU XIANGJIAN |
| Institution: | (School of Science,NanTong University,JiangSu NanTong 226007) |
| Abstract: | This paper present several case-deletion as well as local influence measures for assessing the influence of an observation for Semi-parametric Beta Regression Model with Longitudinal Data.The essential idea is to treat the latent random effects in the model as missing data and get the estimate algorithm by adding penalized spline to estimate the non-parameters.We generate generalized Cook distance and generalized DFIT for the parametric and nonparametric part respectively based case-deletion model by Q-function. Four different perturbation schemes are discussed.Two numeric examples are presented to illustrate the results. |
| Keywords: | Beta regression longitudinal data semi-parametric influence analysis P-spline EM algorithm |
| 本文献已被 CNKI 万方数据 等数据库收录！ | |