| ????~??????????????????Ч???????????? |
| |
| 引用本文： | ????,????.????~??????????????????Ч????????????[J].应用概率统计,2018,34(2):156-168. |
| |
| 作者姓名： | ???? ???? |
| |
| 作者单位： | ?γ????????????????, ?γ?, 224002, ????????????, ???, 211815 |
| |
| 摘 要： |
|
| 关 键 词： | ??????????? ?????? M~???? ??????? |
Testing for Homogeneity of Exponential Correlation Nonlinear Mixed Models Based on M-estimation |
| |
| SUN HuiHui,LIN JinGuan.Testing for Homogeneity of Exponential Correlation Nonlinear Mixed Models Based on M-estimation[J].Chinese Journal of Applied Probability and Statisties,2018,34(2):156-168. |
| |
| Authors: | SUN HuiHui LIN JinGuan |
| |
| Institution: | School of Mathematics and Statistics, Yancheng Teachers University, Yancheng, 224002, China, School of Science, Nanjing Audit University,;
Nanjing, 211815, China |
| |
| Abstract: | Homogeneity of variance and correlation coefficients is one of assumptions in the analysis of longitudinal data.However, the assumption can be challenged. In this paper, we mainly propose and analyze nonlinear mixed effects models for longitudinal data with exponential correlation covariance structure, intend to introduce Huber's function in the log likelihood function and get robust estimation (M-estimation) by Fisher scoring method. Score test statistics for homogeneity of variance and correlation coefficient based on M-estimation are then studied. A simulation study is carried to assess the performance of test statistics and the method we proposed in the paper is illustrated by an actual data example. |
| |
| Keywords: | nonlinear mixed models exponential correlation M-estimation hypothesis testing |
|
| 点击此处可从《应用概率统计》浏览原始摘要信息 |
| 点击此处可从《应用概率统计》下载免费的PDF全文 |
|
