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Logistic回归模型的经验似然诊断 被引量:3

Statistic Measures for Logistic Regression Models Based on Empirical Likelihood Method
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摘要 经验似然方法已经被广泛用于许多模型的统计推断.基于经验似然对Logistic回归模型进行统计诊断.首先给出模型的估计方程,进而得到模型参数的极大经验似然估计;其次,基于经验似然研究了三种不同的影响曲率;最后通过实例分析,说明了统计诊断方法的有效性. The empirical likelihood method has been extensively applied to many models of statistical inference. This paper is based on empirical likelihood for Logistic Regression models for statistical diagnosis. First, the estimating equations of the model are given and the maximum empirical likelihood estimates of the parameters are obtained; then, based on empirical likelihood method, the three different measures of influence curvatures are studied; last, data analysis are given to illustrate the validity of statistical diagnostic measures.
出处 《数学的实践与认识》 CSCD 北大核心 2013年第9期140-148,共9页 Mathematics in Practice and Theory
基金 江苏理工学院博士启动基金(KYY11052)
关键词 经验似然 估计方程 极大经验似然估计 影响曲率 empirical likelihood estimating equations maximum empirical likelihood esti- mates influence curvatures
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参考文献17

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  • 1桂占吉,康弘,康岚.北京非典型肺炎数学模型[J].数学的实践与认识,2005,35(1):1-4. 被引量:4
  • 2石晓军,肖远文,任若恩.Logistic违约率模型的最优样本配比与分界点研究[J].财经研究,2005,31(9):38-48. 被引量:49
  • 3石晓军,任若恩,肖远文.边界Logistic违约率模型Bayes分析及实证研究[J].中国管理科学,2006,14(4):25-29. 被引量:14
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