| Logistic回归模型中参数极大似然估计的二次下界算法及其应用 |
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| 引用本文： | 王佳,丁洁丽.Logistic回归模型中参数极大似然估计的二次下界算法及其应用[J].数学杂志,2015,35(6):1521-1532. |
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| 作者姓名： | 王佳 丁洁丽 |
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| 作者单位： | 武汉大学数学与统计学院, 湖北 武汉 430072,武汉大学数学与统计学院, 湖北 武汉 430072 |
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| 基金项目： | 国家自然科学基金(11101314). |
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| 摘 要： | 本文研究了Newton-Raphson等算法无法进行时探寻更加稳定的数值解法的问题.利用B¨ohningLinday(1988)提出的二次下界算法(Quadratic lower-bound),文中在Logistic回归模型下构造了极大似然函数的代理函数并进行数值模拟,获得了二次下界算法是Newton-Raphson算法的合理替代的结果,推广了数值方法在Logistic回归模型中的应用.
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| 关 键 词： | minorization-maximization算法 Logistic回归模型 quadratic lower-bound算法 极大似然估计 Newton-Raphson算法 |
| 收稿时间： | 2014/11/15 0:00:00 |
| 修稿时间： | 2015/1/8 0:00:00 |
QUADRATIC LOWER-BOUND ALGORITHM FOR MAXIMUM LIKELIHOOD ESTIMATOR OF LOGISTIC REGRESSION ON PARAMETER AND ITS APPLICATION |
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| WANG Jia and DING Jie-li.QUADRATIC LOWER-BOUND ALGORITHM FOR MAXIMUM LIKELIHOOD ESTIMATOR OF LOGISTIC REGRESSION ON PARAMETER AND ITS APPLICATION[J].Journal of Mathematics,2015,35(6):1521-1532. |
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| Authors: | WANG Jia and DING Jie-li |
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| Institution: | School of Mathematics and Statistics, Wuhan University, Wuhan 430072, China and School of Mathematics and Statistics, Wuhan University, Wuhan 430072, China |
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| Abstract: | In this paper, we study how to explore more stable numerical solution when parameters cannot be solved by using Newton-Raphson algorithm. By using the quadratic lower bound algorithm that Böhning & Linday has proposed in 1988, we construct a surrogate function for maximum likelihood function under Logistic regression model and the simulation results verify that quadratic lower bound algorithm is a reasonable algorithm of Newton-Raphson algorithm, which extend numerical method''s application under Logistic regression model. |
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| Keywords: | minorization-maximization algorithm Logistic regression model quadratic lower-bound algorithm maximum likelihood estimator Newton-Raphson algorithm |
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