共查询到20条相似文献,搜索用时 125 毫秒
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回归模型的方差成分检验是一个非常重要的问题.该文针对离差参数的变异, 随机效应的影响及两者同时具有的三种情形, 研究了基于纵向数据的连续型半参数广义线性模型的方差成分检验, 得到了Score检验统计量, 最后通过计算机模拟验证了该文所提出的方法的有效性. 相似文献
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该文系统研究了半参数广义线性随机效应模型的统计诊断与影响分析方法, 证明了数据删除模型和均值漂移模型的等价性定理, 给出了广义Cook距离等诊断统计量及异常点的Score检验统计量并研究了该模型的局部影响分析,分别对加权扰动模型, 响应变量扰动模型得到了影响距阵的计算公式, 最后通过一个实例验证了文中给出诊断方法的有效性. 相似文献
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广义非参数似然比检验统计量是一类很广的统计量,包含了众多重要的检验统计量,如Anderson-Darling(AD)等.利用Rubin的随机经验分布函数替代经验分布函数的方法,得到了广义非参数似然比检验统计量的新版本,构造了新的检验统计量.由于新的检验统计量在给定样本下仍然是随机变量,选择了它的分位点和期望作为检验统计量,分别称之为分位点型检验统计量和期望型检验统计量.在简单假设情况下,证明了分位点型检验统计量和期望型检验统计量在固定备择下的相合性.模拟结果显示,在某些备择下,新的检验的功效明显高于原有的基于经验分布函数的检验的功效. 相似文献
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在许多实际问题中,检验观察数据是否出现异方差性是一个相当感兴趣的问题.该文研究了半参数随机效应模型的异方差检验问题.基于Lin(1997)的方法,得到了检验方差成分都为零的Score检验统计量.通过随机模拟和实际数值例子,论证了方法的有效性.利用现有的统计软件,容易实现该文所提出的检验方法. 相似文献
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应用曲率方法研究了Beta回归模型的局部影响分析问题,分别在加权扰动、响应变量扰动和自变量扰动模式下得到了相应的影响诊断统计量.同时还讨论了模型中散度参数的齐性检验问题,得到了Score检验统计量.最后通过具体的数值实例说明了所得统计量的有效性. 相似文献
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魏岳嵩 《高校应用数学学报(A辑)》2016,(2):143-152
利用图模型方法研究非线性结构向量自回归模型的因果性问题.构建了非线性结构向量自回归因果图模型,提出图模型因果性的广义似然比辨识方法.构造同期因果关系和滞后因果关系的广义似然比统计量,使用bootstrap方法来确定检验统计量的原分布,模拟研究论述了方法的有效性. 相似文献
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Li-Chu Chien 《Computational Statistics》2013,28(4):1639-1661
We consider the problem of identifying multiple outliers in a general class of beta regression models proposed by Ferrari and Cribari-Neto (J Appl Stat 31:799–815, 2004). The currently available single-case deletion diagnostic measures, e.g., the standardized weighted residual (SWR), the Cook-like distance (LD), etc., often fail to identify multiple outlying observations, because they suffer from the well-known problems of masking and swamping effects. In this article, we develop group deletion diagnostic measures, such as generalized SWR, generalized LD, generalized DFFITS and generalized DFBETAS, and suggest a simple procedure for identifying multiple outliers using these. The performance of the proposed methods is investigated through simulation studies and two practical examples. 相似文献
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线性回归诊断的若干问题 总被引:3,自引:0,他引:3
本文对于线性回归诊断提出了几种新的模型和方法。我们首次研究了方差加权和均值漂移的混合模型,得到了相应的诊断统计量。本文还引入了罚函数方法,并以此为工具,讨论了若干有偏估计的影响度量,最后,本文提出了基于重心的诊断统计量,对于识别异常点有较好的效果。 相似文献
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Jian-Lin Li 《Journal of Functional Analysis》2011,260(4):1086-1095
In the present paper we will study the spectral property of a class of self-affine measures under the condition of compatible pair. We first answer a question of Dutkay and Jorgensen concerning the relationship between spectral self-affine measure and compatible pair. We then consider the spectra of Bernoulli convolutions and obtain a sharp result which extends the corresponding result of Jorgensen, Kornelson and Shuman. Finally, we provide a structural property for the integer spectrum of a spectral self-affine measure. 相似文献
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In this paper, the diagnostic measures for
censored linear models are studied based on the empirical likelihood
method. First, the diagnostic measures for linear models are
studied; Then, the censored linear models are converted to linear
models, and the diagnostic measures for converted models are
studied; Last, simulation studies and real data analysis are given
to illustrate the validity of statistical diagnostic measures. 相似文献
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《Mathematische Nachrichten》2017,290(5-6):867-875
The present paper establishes a duality relation for the spectra of self‐affine measures. This is done under the condition of compatible pair and is motivated by a duality conjecture of Dutkay and Jorgensen on the spectrality of self‐affine measures. For the spectral self‐affine measure, we first obtain a structural property of spectra which indicates that one can get new spectra from old ones. We then establish a duality property for the spectra which confirms the conjecture in a certain case. 相似文献
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提出了具有高斯过程误差的函数型回归模型的几种诊断方法.在此模型中,首先,在样条基的基础上,推导了回归系数函数的估计.随后,证明了数据删失模型和均值漂移模型的等价性.然后,研究了三种诊断方法,即残差分析、Cook距离和似然距离来诊断异常和强影响数据.最后,通过一个模拟例子和一个实例来阐述方法的有效性. 相似文献
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The balance of complete cohomology for modules that admit complete resolutions has been established by Christensen and Jorgensen (2013), as well as by Enochs, Estrada and Iacob (2012), by using two types of constructions on a given bicomplex. In this paper, we show that these constructions are closely related to each other. We also present an alternative proof of balance, which is based on the corresponding assertion for ordinary cohomology. 相似文献
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Enrique Castillo Carmen Castillo Ali S. Hadi José M. Sarabia 《Computational Statistics》2009,24(1):37-66
The goal of this paper is two-fold. First, new regression models obtained by combinations of the least squares (LS), minimax
(MM), and the least sum of absolute deviations (LSAD) are proposed. Second, measures for assessing the influence of observations
on the fitted models are suggested. The paper is interdisciplinary because the theory behind the proposed method draws from
results in the operations research area. The methods are illustrated by their application to some examples and graphical illustrations
are given. 相似文献
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