| 基于纵向数据的Poisson-Gamma模型系数的随机性检验 |
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| 引用本文： | 谢建春,林金官. 基于纵向数据的Poisson-Gamma模型系数的随机性检验[J]. 高校应用数学学报(A辑), 2008, 23(2): 181-187 |
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| 作者姓名： | 谢建春 林金官 |
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| 作者单位： | 南京理工大学理学院,江苏南京,210094;东南大学,数学系,江苏南京,210096 |
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| 摘 要： | 应用随机系数化方法对纵向数据的Poisson-Gamma回归模型进行了研究,采用Laplace展开方法得到了关于响应变量的近似似然函数并得到模型系数的随机性检验的Score统计量.通过Monte Carlo模拟分析了检验的渐近功效.最后把得到的检验统计量应用到具体的数值实例分析中说明其有效性.
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| 关 键 词： | Poisson-Gamma模型 Score检验 非线性模型 随机效应 Monte Carlo模拟 |
| 文章编号： | 1000-4424(2008)02-0181-07 |
| 修稿时间： | 2007-09-08 |
Testing for random coefficient in Poisson-Gamma models based on longitudinal data |
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| XIE Jian-chun,LIN Jin-guan. Testing for random coefficient in Poisson-Gamma models based on longitudinal data[J]. Applied Mathematics A Journal of Chinese Universities, 2008, 23(2): 181-187 |
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| Authors: | XIE Jian-chun LIN Jin-guan |
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| Abstract: | A random coffecient method for studying the Poisson-Gamma model with longitudinal data is given in this paper.Because the coefficient distribution is unknown,the Laplace method is applied to get the asymptotic likelihood function and the Score statistic for testing random coefficient. The asymptotic sizes and powers are investigated through Monte Carlo simulations.At the end of this paper,a numerical example is given to show the validity of the test statistics. |
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| Keywords: | Poisson-Gamma model Score test nonlinear model random effect Monte Carlo simulation |
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