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离散型半参数广义线性纵向数据模型的方差成分检验 被引量:2

Variance Component Testing in Semiparametric Generalized Linear Mixed Model for Longitudinal Data
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摘要 在回归分析中,随机误差是否存在方差非齐性是大家十分关心的问题,本文根据Laplace展开原理针对随机效应的影响研究了基于纵向数据的离散型半参数广义线性模型的方差成分检验,得到了Score检验统计量,最后通过一个实例和计算机模拟验证了本文所提出的方法的有效性. The assumption of homoscedasticity is commonly concerned in regression analysis. According to the Laplace spread theory, we study the variance component testing in discrete semiparametric generalized linear model with random effects for longitudinal data, and the score statistic is obtained. An example and some simulation studies are implenented to verify the efficiency of our method.
出处 《应用概率统计》 CSCD 北大核心 2007年第3期329-336,共8页 Chinese Journal of Applied Probability and Statistics
基金 国家自然科学基金项目(10371042 10501053) 上海市教委科研项目(040810)资助.
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参考文献12

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