标题:
半参数非线性再生散度混合效应模型的参数估计和影响分析
Asymptotic Properties of Estimation and Influence Diagnostics on Semiparametric Nonlinear Reproductive Dispersion Mixed-Effects Models
作者:
姜荣, 李静茹, 钱伟民
关键字:
半参数非线性模型, 再生散度混合效应模型, 局部影响, P-样条, 广义Cook距离, MCNR
算法
Semiparametric Nonlinear Model; Reproductive Dispersion Mixed-Effects Model; Local Influences; Penalized Spline; Generalized Cook Distance; MCNR Algorithm
期刊名称:
《Statistics and Application》, Vol.2 No.1, 2013-03-08
摘要:
本文把随机效应看作缺失数据并利用P-样条拟合非参数部分，应用MCNR算法得到了半参数非线性再生散度混合效应模型的未知参数的估计，同时利用Q函数得到了模型的广义Cook距离。此外，本文还研究了三种不同扰动情形的局部影响分析，得到了相应的影响矩阵。最后，通过模拟和实例验证了本文所提出的估计方法的有效性。This paper proposes several case-deletion and local influence measures for assessing the influence of an observation for semiparametric nonlinear reproductive dispersion mixed-effects models. The essential idea is to treat the latent random effects in the model as missing data and estimate unknown parameters by MCNR algorithm. On the basis of the Q-function which is associated with the conditional expectation of the complete-data log-likelihood, we generate generalized Cook Distance. Three different perturbation schemes are discussed. Finally, the proposed methods are illustrated by the simulation analysis and one real data set.