| 变系数广义线性模型及其估计 |
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| 引用本文： | 花俊洲,梅长林,吴冲锋. 变系数广义线性模型及其估计[J]. 系统科学与数学, 2004, 24(1): 041-050 |
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| 作者姓名： | 花俊洲 梅长林 吴冲锋 |
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| 作者单位： | 1. 上海交通大学安泰管理学院,上海,200052
2. 西安交通大学理学院,西安,710049 |
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| 基金项目： | 国家自然科学基金重点项目(70331001) |
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| 摘 要： | 本文以经典广义线性模型为基础,通过假定其中的回归变量的系数是某一度量空间中点的任意函数,提出了一类有广泛应用背景的变系数广义线性模型,增加了模型的灵活性和适应性,同时也适用于空间数据的统计分析。基于局部加权最大似然估计方法,文章讨论了变系数广义线性模型的拟合与统计推断,以及与之相关的局部权系统和其中光滑参数的确定。
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| 关 键 词： | 广义线性模型 变系数广义线性模型 局部加权最大似然估计 |
| 修稿时间： | 2002-04-23 |
VARYING-COEFFICIENT GENERALIZED LINEAR MODEL AND ITS ESTIMATION |
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| Jun Zhou HUA,Chang Lin MEI,Chong Feng WU. VARYING-COEFFICIENT GENERALIZED LINEAR MODEL AND ITS ESTIMATION[J]. Journal of Systems Science and Mathematical Sciences, 2004, 24(1): 041-050 |
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| Authors: | Jun Zhou HUA Chang Lin MEI Chong Feng WU |
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| Affiliation: | (1)Aetna Management School, Shanghai Jiaotong University,Shanghai 200052;(2)Science School, Xi'an Jiaotong University,Xi'an 710049;(3)Aetna Management School, Shanghai Jiaotong University, Shanghai 200052 |
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| Abstract: | The classical generalized linear model is generalized in this article by assuming the coefficients of the regressors to be arbitrary functions of the points in some metric space and a new type of regression model, called the varying-coefficient generalized linear model, is proposed. The local maximum likelihood approach is suggested to fit the model and the related issues such as determination of the local weights and the smoothing parameter therein as well as some statistical inferences are studied. The proposed model not only has higher flexibility and adaptability, but also is suitable for analysing spatial data and therefore has many applications. |
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| Keywords: | Generalized linear model varying-coefficient generalized linear model locally weighted maximum likelihood estimation. |
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