| 基于经验似然的部分线性模型的统计诊断 |
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| 引用本文： | 徐亮,丁先文,林金官. 基于经验似然的部分线性模型的统计诊断[J]. 应用概率统计, 2011, 27(1): 91-102 |
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| 作者姓名： | 徐亮 丁先文 林金官 |
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| 作者单位： | ???????????????????????????? |
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| 基金项目： | 江苏省自然科学基金项目，东南大学校内基金 |
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| 摘 要： | 经验似然方法己经被广泛应用于许多模型的统计推断.本文基于经验似然对部分线性模型进行统计诊断.首先给出模型的估计方程,进而得到模型参数的极大经验似然估计;其次,基于经验似然研究了三种不同的影响曲率;最后通过随机模拟和实例分析,说明了统计诊断方法的有效性.
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| 关 键 词： | 经验似然 估计方程 极大经验似然估计 影响曲率 |
Diagnostic Measures for Partial Linear Models Based on Empirical Likelihood Method |
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| XU LIANG,DING XIANWEN,LIN JINGUAN. Diagnostic Measures for Partial Linear Models Based on Empirical Likelihood Method[J]. Chinese Journal of Applied Probability and Statisties, 2011, 27(1): 91-102 |
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| Authors: | XU LIANG DING XIANWEN LIN JINGUAN |
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| Affiliation: | Department of Mathematics, Southeast University Jiangsu Teachers University of Technology |
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| Abstract: | The empirical likelihood method has beenextensively applied to many models of statistical inference. Thispaper is based on empirical likelihood for partial linear models forstatistical diagnosis. First, the estimating equations of the modelare given and the maximum empirical likelihood estimates of theparameters are obtained; then, based on empirical likelihood method,the three different measures of influence curvatures are studied;last, stochastic simulation and data analysis are given toillustrate the validity of statistical diagnostic measures |
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| Keywords: | Empirical likelihood estimating equations maximum empirical likelihood estimate influence curvatures |
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