共查询到20条相似文献,搜索用时 15 毫秒
1.
首先给出非零截距线性模型T-型估计的模型与EM算法,其次给出非线性回归模型参数的T-型估计,利用泰勒级数对模型线性化,得到参数估计的迭代算法,最后用数值模拟实验验证了该算法的正确性和证实了T-型估计的稳健性. 相似文献
2.
本文对于线性函数关系EV模型定义了$t$\,-型回归估计, 并对于普通线性模型和线性函数关系EV模型给出了计算$t$\,-型回归估计的EM算法, 同时获得了估计的相合性\bd 模拟结果表明由EM算法获得的$t$\,-型回归估计的表现良好. 相似文献
3.
Haruhiko Ogasawara 《Journal of multivariate analysis》2009,100(6):1232-1244
Four estimators of the reliability for a composite score based on the factor analysis model and five estimators of the maximal reliability for the composite are presented. When the Wishart maximum likelihood is used for the estimation of the model parameters, it is shown that the five estimators of maximal reliability are the same. Asymptotic cumulants of the estimators and their logarithmic transformations are derived under arbitrary distributions with possible model misspecification. The theoretical results considering model misspecification when a model does not hold are shown to be closer to their simulated values than those neglecting model misspecification. Simulations of the confidence intervals using the normal approximation based on the asymptotically distribution-free theory and the asymptotic expansion by Hall’s method with variable transformation are performed. 相似文献
4.
GUIQing-ming DUANQing-tang GUOJian-feng ZHOUQiao-yun 《数学季刊》2003,18(1):82-87
In this paper,a class of new biased estimators for linear model is proposed by modifying the singular values of the design matrix so as to directly overcome the difficulties caused by ill-conditioning in the design matrix.Some important properties of these new estimators are obtained.By appropriate choices of the biased parameters,we construct many useful and important estimators.An application of these new estimators in three-dimensional position adjustment by distance in a spatial coordiate surveys is given.The results show that the proposed biased estimators can effectively overcome ill-conditioning and their numerical stabilities are preferable to ordinary least square estimation. 相似文献
5.
Sheldon H. Jacobson 《Annals of Operations Research》1994,53(1):507-531
Simulation sensitivity analysis is an important problem for simulation practitioners analyzing complex systems. The significance of this problem has resulted in the development of various gradient estimators that can be used to address this issue. Although higher derivative estimators have been discussed concurrently, less attention has been given to assess the efficiency and feasibility of computing such estimators. In this paper, two second derivative estimators are presented. The first estimators, called the HFD estimators, combine harmonic gradient estimators with finite differences second derivative estimators. The resulting hybrid estimators requireO(p) fewer simulation runs to implement compared to the straightforward finite differences approach, wherep is the number of input parameters in the simulation model. The second estimators, called the HA estimators, incorporate harmonic analysis directly, requiring one or two simulation runs to implement, depending on whether a control variate simulation run is made. Expressions for the bias and the variance of the HFD and the HA estimators (with and without variance reduction techniques) are derived. Optimal mean squared error convergence rates are also discussed. In particular, the convergence rates for both these estimators are shown to be the same, though the computational performance of the HFD estimators is better than that for the HA estimators on anM/M/1 queue simulation model. Computational results for the HFD estimators on an (s, S) inventory system simulation model are also included. 相似文献
6.
§1 . IntroductionTheproblemofill_conditioninganditsstatisticalconsequencesonalinearregressionmodelarewell_knowninstatistics(Vinod&Ullah 1981;Belsley 1991) .Itis,forinstance ,knownthatoneofthemajorconsequencesofill_conditioningontheleastsquares(LS)regressionesti matoristhattheestimatorproduceslargesamplingvariance,whichinturnmightinappropri atelyleadtoexclusionofotherwisesignificantcoefficientfromthemodel,andthesignsofcoef ficientscanbecontrarytointuitionetc..Tocircumventthisproblem ,manybi… 相似文献
7.
作为部分线性模型与变系数模型的推广,部分线性变系数模型是一类应用广泛的数据分析模型.利用Backfitting方法拟合这类特殊的可加模型,可得到模型中常值系数估计量的精确解析表达式,该估计量被证明是n~(1/2)相合的.最后通过数值模拟考察了所提估计方法的有效性. 相似文献
8.
Statistical estimation in partial linear models with covariate data missing at random 总被引:1,自引:0,他引:1
Qi-Hua Wang 《Annals of the Institute of Statistical Mathematics》2009,61(1):47-84
In this paper, we consider the partial linear model with the covariables missing at random. A model calibration approach and
a weighting approach are developed to define the estimators of the parametric and nonparametric parts in the partial linear
model, respectively. It is shown that the estimators for the parametric part are asymptotically normal and the estimators
of g(·) converge to g(·) with an optimal convergent rate. Also, a comparison between the proposed estimators and the complete case estimator is
made. A simulation study is conducted to compare the finite sample behaviors of these estimators based on bias and standard
error. 相似文献
9.
Admissible estimation of linear functions of characteristic values of a finite population 总被引:1,自引:0,他引:1
The problem on admissibility of estimators is considered based on the point of view of the superpopulation model. The necessary
and sufficient conditions for linear estimators of an arbitrary linear function of characteristic values of a finite population
to be admissible in the class of linear or all estimators are obtained respectively.
Project supported by the National Natural Science Foundation of China. 相似文献
10.
The quantile estimation methods are proposed for functional-coefficient partially linear regression (FCPLR) model by combining
nonparametric and functional-coefficient regression (FCR) model. The local linear scheme and the integrated method are used
to obtain local quantile estimators of all unknown functions in the FCPLR model. These resulting estimators are asymptotically
normal, but each of them has big variance. To reduce variances of these quantile estimators, the one-step backfitting technique
is used to obtain the efficient quantile estimators of all unknown functions, and their asymptotic normalities are derived.
Two simulated examples are carried out to illustrate the proposed estimation methodology. 相似文献
11.
12.
张忠占 《应用数学学报(英文版)》2001,17(4):457-468
1. IntroductionConsider a follow-up study which is carried out to investigate the association betweenexposure variables and mortality rate in a cohort. In the case where the cohort is of 1argesise, the complete follow-up ndght be too expensive or difficult, and various nested samplingmethod8 have been suggested by Thomas[l], Prenti..[2] 5 Goldstein and Langholzl'] and otherauthors. Most of the authors employ Coxl4] regression mode1 for estimating the hazard ratio8of exposures.Now a well-reco… 相似文献
13.
In this paper, the functional-coefficient partially linear regression (FCPLR) model is proposed by combining nonparametric and functional-coefficient regression (FCR) model. It includes the FCR model and the nonparametric regression (NPR) model as its special cases. It is also a generalization of the partially linear regression (PLR) model obtained by replacing the parameters in the PLR model with some functions of the covariates. The local linear technique and the integrated method are employed to give initial estimators of all functions in the FCPLR model. These initial estimators are asymptotically normal. The initial estimator of the constant part function shares the same bias as the local linear estimator of this function in the univariate nonparametric model, but the variance of the former is bigger than that of the latter. Similarly, initial estimators of every coefficient function share the same bias as the local linear estimates in the univariate FCR model, but the variance of the former is bigger than that of the latter. To decrease the variance of the initial estimates, a one-step back-fitting technique is used to obtain the improved estimators of all functions. The improved estimator of the constant part function has the same asymptotic normality property as the local linear nonparametric regression for univariate data. The improved estimators of the coefficient functions have the same asymptotic normality properties as the local linear estimates in FCR model. The bandwidths and the smoothing variables are selected by a data-driven method. Both simulated and real data examples related to nonlinear time series modeling are used to illustrate the applications of the FCPLR model. 相似文献
14.
We consider the problem of estimating the unknown parameters of linear regression in the case when the variances of observations depend on the unknown parameters of the model. A two-step method is suggested for constructing asymptotically linear estimators. Some general sufficient conditions for the asymptotic normality of the estimators are found, and an explicit form is established of the best asymptotically linear estimators. The behavior of the estimators is studied in detail in the case when the parameter of the regression model is one-dimensional. 相似文献
15.
多维空间中变量含误差的直线模型 总被引:1,自引:0,他引:1
本文讨论了一种线性函数关系模型──多维空间中变量含误差的直线模型.利用一 些统计逼近定理及矩阵分析的结果,在关于真值及误差较弱的条件下证明了构造的参数估计 具有强相合性并且得到了a,s收敛速度.在较强的条件下,还可得到估计量的渐近分布. 相似文献
16.
Zhi-hua SUN Academy of Mathematics Systems Science Chinese Academy of Science Beijing China 《中国科学A辑(英文版)》2007,50(1):1-12
In this paper, the estimation of average treatment effects is considered when we have the model information of the conditional mean and conditional variance for the responses given the covariates. The quasi-likelihood method adapted to treatment effects data is developed to estimate the parameters in the conditional mean and conditional variance models. Based on the model information, we define three estimators by imputation, regression and inverse probability weighted methods. All the estimators are shown asymptotically normal. Our simulation results show that by using the model information, the substantial efficiency gains are obtained which are comparable with the existing estimators. 相似文献
17.
Danut? Krapavickait? 《Lithuanian Mathematical Journal》2011,51(3):370-384
Design-based and design-based model-assisted estimator of total for a variable having many zero values has high variance. The censored regression (tobit) model-based estimators of a finite-population total have been proposed earlier. The aim of the current research is to apply the semiparametric model to a variable with many zero values, to estimate the population total by model-based and model-assisted estimators, and to compare them with other known estimators by simulation. 相似文献
18.
Nityananda Sarkar 《Annals of the Institute of Statistical Mathematics》1989,41(4):717-724
In this paper we deal with comparisons among several estimators available in situations of multicollinearity (e.g., the r-k class estimator proposed by Baye and Parker, the ordinary ridge regression (ORR) estimator, the principal components regression (PCR) estimator and also the ordinary least squares (OLS) estimator) for a misspecified linear model where misspecification is due to omission of some relevant explanatory variables. These comparisons are made in terms of the mean square error (mse) of the estimators of regression coefficients as well as of the predictor of the conditional mean of the dependent variable. It is found that under the same conditions as in the true model, the superiority of the r-k class estimator over the ORR, PCR and OLS estimators and those of the ORR and PCR estimators over the OLS estimator remain unchanged in the misspecified model. Only in the case of comparison between the ORR and PCR estimators, no definite conclusion regarding the mse dominance of one over the other in the misspecified model can be drawn. 相似文献
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20.
单向分类随机效应模型中方差分量的渐近最优经验Bayes估计 总被引:2,自引:0,他引:2
本文在加权平方损失下导出了单向分类随机效应模型中方差分量的Bayes估计, 利用多元密度及其偏导数的核估计方法构造了方差分量的经验Bayes(EB)估计,证明了 EB估计的渐近最优性.文末还给出了一个例子说明了符合定理条件的先验分布是存在 的. 相似文献