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EMPIRICAL LIKELIHOOD INFERENCE FOR LOGISTIC EQUATION WITH RANDOM PERTURBATION 被引量:1

EMPIRICAL LIKELIHOOD INFERENCE FOR LOGISTIC EQUATION WITH RANDOM PERTURBATION
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摘要 Empirical likelihood(EL) combined with estimating equations(EE) provides a modern semi-parametric alternative to classical estimation techniques such as maximum likelihood estimation(MLE). This paper not only uses closed form of conditional expectation and conditional variance of Logistic equation with random perturbation to perform maximum empirical likelihood estimation(MELE) for the model parameters, but also proposes an empirical likelihood ratio statistic(ELRS) for hypotheses concerning the interesting parameter. Monte Carlo simulation results show that MELE and ELRS provide competitive performance to parametric alternatives.
作者 HU Xuemei
出处 《Journal of Systems Science & Complexity》 SCIE EI CSCD 2014年第2期350-359,共10页 系统科学与复杂性学报(英文版)
基金 supported by the National Natural Science Foundation of China under Grant No.11101452 the Natural Science Foundation Project of CQ CSTC under Grant No.2012jjA00035 the National Basic Research Program of China under Grant No.2011CB808000
关键词 Empirical likelihood ratio statistic estimating equations logistic equation with randomperturbation maximum empirical likelihood estimations maximum likelihood estimation. Logistic方程 经验似然估计 随机扰动 最大似然估计 似然比统计量 合并估计 封闭形式 条件方差
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