| 非线性回归模型的经验似然诊断 |
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| 引用本文： | 丁先文,徐亮,林金官. 非线性回归模型的经验似然诊断[J]. 应用数学学报, 2012, 35(4): 693-702 |
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| 作者姓名： | 丁先文 徐亮 林金官 |
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| 作者单位： | 1. 江苏技术师范学院数理学院,常州,213001
2. 东南大学数学系,南京,211189 |
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| 基金项目： | 国家自然科学基金，江苏省自然科学基金，江苏技术师范学院青年科研基金 |
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| 摘 要： | 经验似然方法已经被广泛用于线性模型和广义线性模型.本文基于经验似然方法对非线性回归模型进行统计诊断.首先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度量;最后通过一个实际例子,说明了诊断方法的有效性.
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| 关 键 词： | 经验似然 极大经验似然估计 影响曲率 |
Diagnostic Measures for Nonlinear Regression Models Based on Empirical Likelihood Method |
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| DING XIANWEN , XU LIANG , LIN JINGUAN. Diagnostic Measures for Nonlinear Regression Models Based on Empirical Likelihood Method[J]. Acta Mathematicae Applicatae Sinica, 2012, 35(4): 693-702 |
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| Authors: | DING XIANWEN XU LIANG LIN JINGUAN |
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| Affiliation: | (Department of Mathematics,Southeast University,Nanjing 211189) |
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| Abstract: | The empirical likelihood method has been extensively applied to linear regression and generalized linear regression models.In this paper,the diagnostic measures for nonlinear regression models are studied based on the empirical likelihood method.First, the maximum empirical likelihood estimate of the parameters are obtained.Then,three different measures of influence curvatures are studied.Last,real data analysis are given to illustrate the validity of statistical diagnostic measures. |
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| Keywords: | empirical likelihood maximum empirical likelihood estimate influence curvatures |
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