| 非线性EV回归模型中参数的经验似然置信域 |
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| 引用本文： | 冯三营,薛留根,李高荣.非线性EV回归模型中参数的经验似然置信域[J].应用数学,2007,20(2):400-407. |
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| 作者姓名： | 冯三营 薛留根 李高荣 |
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| 作者单位： | 1. 北京工业大学应用数理学院,北京,100022;洛阳师范学院数学科学学院,河南,洛阳,471022
2. 北京工业大学应用数理学院,北京,100022 |
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| 基金项目： | 国家自然科学基金;北京市教委科技发展计划项目;北京市属市管高等学校人才强教计划 |
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| 摘 要： | 本文考虑非线性EV回归模型，构造了未知参数的经验对数似然比统计量．此外，为了克服计算困难，提出了一个基于模拟的经验对数似然比统计量．在适当条件下，证明了所提出的这两种统计量都具有渐近X^2分布，所得结果可以用来构造未知参数的置信域。
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| 关 键 词： | 非线性EV回归模型 经验似然 x2分布 置信域 Monte Carlo模拟 |
| 文章编号： | 1001-9847(2007)02-0400-08 |
| 修稿时间： | 2006-10-16 |
Empirical Likelihood Confidence Regions of the Parameters in Nonlinear Errors-in-variables Regression Models |
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| FENG San-ying,XUE Liu-gen,LI Gao-rong.Empirical Likelihood Confidence Regions of the Parameters in Nonlinear Errors-in-variables Regression Models[J].Mathematica Applicata,2007,20(2):400-407. |
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| Authors: | FENG San-ying XUE Liu-gen LI Gao-rong |
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| Institution: | 1. College of Applied Sciences, Beijing University of Technology, Beijing 100022, China ; 2. College of Mathematics Science, Luoyang Normal University, Luoyang 471022, China |
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| Abstract: | In this paper,we consider the nonlinear errors-in-variables regression model. The empirical log-likelihood ratio statistic for the unknown parameter is proposed. In order to overcome the computationed difficulty, we also propose a simulation-based empirical loglikelihood ratio statistic for the unknown parameter. It is shown that the two proposed statistics have the asymptotic chi-square distributions under some suitable conditions, and hence they can be used to construct the confidence regions of the parameter. |
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| Keywords: | Nonlinear errors-in-variables regression model Empirical likelihood Chisquare distribution Confidence region Monte Carlo simulation |
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