| 响应变量随机缺失下的广义变系数模型的估计 |
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| 引用本文： | 李志强,薛留根.响应变量随机缺失下的广义变系数模型的估计[J].系统科学与数学,2008,28(10):1297-1307. |
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| 作者姓名： | 李志强 薛留根 |
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| 作者单位： | 1. 北京化工大学理学院,北京100029;北京工业大学应用数理学院,北京100022
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，北京市自然科学基金，河南省基础与前沿技术研究计划(072300410090)资助课题 |
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| 摘 要： | 在响应变量随机缺失时,利用拟似然方法给出了广义变系数模型中非参数函数系数的估计.研究了所得到的估计的渐近性质,求出了估计的渐近偏差与渐近方差,并进行模拟比较.
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| 关 键 词： | 随机缺失 广义变系数模型 拟似然估计 渐近正态性 |
| 收稿时间： | 2006-2-9 |
| 修稿时间： | 2007-4-25 |
The Estimation of Generalized Varying-Coefficient Model with Response Variables Missing at Random |
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| LI Zhiqiang,XUE Liugen.The Estimation of Generalized Varying-Coefficient Model with Response Variables Missing at Random[J].Journal of Systems Science and Mathematical Sciences,2008,28(10):1297-1307. |
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| Authors: | LI Zhiqiang XUE Liugen |
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| Institution: | (1)College of Sciences, Beijing University of Chemical Technology, Beijing 100029; College of Applied Sciences, Beijing University of Technology, Beijing 100022; (2)College of Applied Sciences, Beijing University of Technology, Beijing 100022. |
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| Abstract: | A quasi-likelihood estimation is considered for nonparameter coefficient function in generalized varying-coefficient model with response variables missing at random. It is shown that the proposed estimation is asymptotically normal, moreover, the asymptotical bias and the variance of the estimation are given. |
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| Keywords: | Missing at random generalized varying-coefficient model quasi-likelihood estimation asymptotical normality |
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