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广义部分线性单指数模型的惩罚样条估计 被引量：2

Penalized Splines Estimation for Generalized Partially Linear Single-Index Models
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摘要 本文讨论了指数族广义部分线性单指数模型(Generalized Partially Linear Single Index Models,GPLSIM)的惩罚样条迭代估计,提出了基于惩罚似然和一组预先取定的单指数参数向量α的初始估计的迭代估计算法。另外本文还通过一组模拟数据的分析对所提出的迭代算法进行了验证。 In this paper we discuss the penalized splines estimation of the generalized partially linear single index models and propose an iterative algorithm based on penalized likelihood.
作者 刘静 欧阳资生 吴喜之
机构地区 中国人民大学统计学院 湖南大学 湖南商学院信息学院教务处
出处 《统计研究》 CSSCI 北大核心 2009年第8期102-112,共11页 Statistical Research
关键词 广义部分线性单指数模型 惩罚样条 惩罚似然 Generalized Partially Linear Single Index Models Penalized Splines Penalized Likelihood
分类号 C813 [社会学—统计学]
  • 相关文献

参考文献14

  • 1Bates, D. M. and Watts, D.G. (1988). Nonlinear Regression Analysis and Its Application. John Wiley and Sons.
  • 2Breslow, N.E. and Clayton, D.G. (1993). Approximate inference in generalized linear mixed models. J. Am. Statist. Ass. 88, 9 - 25.
  • 3Carroll, R.J., Fan, J., Gijbels, I. and Wand, M. P. (1997). Generalized partially linear single index models. J. Amer. Statist. Assoc. 92, 477- 489.
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  • 5Greenens,G. and Deleeroix, M. (2005). A survey about single-index models theory. Technical Report, Uniersite catholique de Louvain, Belgium.
  • 6Hardle, W., Hall, P., and Ichimura, H. (1993). Optimal smoothing in single-index models. Ann. Statist. 21, 157- 178.
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  • 10Yu, Y. and Ruppert, D. (2002) Penalized spline estimation for partially linear single index raodds..1. Amer. Statist. Assoc. 97, 1042- 1054.

二级参考文献16

  • 1Ichimura H. Semiparametric least squares (SLS) and weighted SLS estimation of single-index models. J Econometrics, 1993, 58:71-120.
  • 2Hardle W, Hall P, Ichimura H. Optimal smoothing in single-index models. Ann Statist, 1993, 21(1):157-178.
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  • 10Kolaczyk E D. Empirical likelihood for generalized linear models. Statist Sinica, 1994, 4:199-218.

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统计研究
2009年 第8期

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