基于截面经验似然方法,将双重广义线性模型的拟似然估计方程作为截面经验似然比函数的约束条件,构造了均值模型和散度模型未知参数的置信区间.最后通过数据模拟,将该方法与正态逼近方法比较,说明了该方法是有效和可行的.
Based on profiled empirical likelihood method, the quasi-likelihood functions of the double generalized linear models were considered as the constraints of the profile empirical likelihood ratio function. The confidence intervals of unknown parameters in double generalized linear models were constructed. Finally, simulation studies show that this method is more useful and effective than normal approximation.