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缺失数据下广义线性回归拟似然估计的强相合性
  • 期刊名称：陕西师范大学学报（自然科学版），2009, 38(2), 15-17
  • 时间：0
  • 分类：O212.1[理学—概率论与数理统计;理学—数学]
  • 作者机构：[1]陕西师范大学数学与信息科学学院,陕西西安710062
  • 相关基金：国家自然科学基金资助项目（10771017）; 陕西师范大学科研启动基金项目（999309）
  • 相关项目：复杂数据分析中的稳健统计方法及其应用
关键词： 广义线性回归, 随机缺失, 拟似然估计, 强相合性, 收敛速度, generalized linear model random missing quasi-likelihood estimator strong consistency convergence rate
中文摘要：

研究了响应变量随机缺失下的广义线性模型,利用处理缺失数据的完全数据方法,构造了广义线性模型中未知参数的拟似然估计.结合随机缺失机制和若干极限定理,证明了该拟似然估计的渐近存在性、强相合性和收敛速度.

英文摘要：

Generalized linear model is studied when the responses are missing at random.By use of the complete-case data method,the quasi-likelihood estimator of unknown parameter is constructed.Combining the missing mechanism and some limit theorems,the asymptotic existence,the strong consistency and the convergence rate of the proposed quasi-likelihood estimator are proved.

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复杂数据分析中的稳健统计方法及其应用
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