基于重复测量数据的异方差测量误差模型参数估计

下载PDF

导出

摘要对于含测量误差数据,协变量和响应变量真值的测量误差可能存在异方差性。文章基于重复测量数据,讨论了异方差测量误差模型的参数估计问题,给出了其极大似然估计的EM算法。基于统计模拟和饮食健康调查数据的实际应用充分体现了本文模型和估计方法的价值。

作者曹春正徐越侯明辉

机构地区南京信息工程大学数学与统计学院

出处《统计与决策》 CSSCI 北大核心 2015年第10期7-10,共4页 Statistics & Decision

基金国家自然科学基金资助项目(11301278) 教育部人文社会科学基金资助项目(13YJC910001)

关键词测量误差异方差极大似然估计 EM算法

参考文献12

1Fuller W A. Measurement error models[M]. New York: Wiley, 1987.
2Cheng C L , Van Ness J W. Statistical regression with measurement error[M]. London: Arnold, 1999.
3Carroll R J, Ruppert D , Stefanski L A , et al Measurement Error in Nonlinear Models: a Modern Perspective (2nd edn)[M]. Boca Raton: Chapman and Hall, 2006.
4Cheng C L , Riu J. On Estimating Linear Relationships when Both Variables Are Subject to Heteroscedastic Measurement Errors[J]. Technometrics, 2006,48.
5Kulathinal S B , Kuulasmaa K , Gasbarra D. Estimation of an Er- rors-in-Variables Regression Mode/When the Variances o the Mea- surement Errors Vary Between the Observations[J]. Statistics in Medi- cine, 2002,21 (8).
6Lin N, Bailey B A, He X M, et al. Adjustment of Measuring Devic- es with Linear Models[J]. Technometrics, 2004, 46(2).
7Lin J G, Cao C Z. On Estimation of Measurement Error Models with Replication under Heavy-tailed Distributions[J]. Computational Sta- tistics, 2013, 28(2).
8Dempster A P, Laird N M, Rubin D B. Maximum Likelihood from In- complete Data via the EM Algorithm (with discussion)[J]. J. R. Statist. Soc. B, 1977,39.
9McLachlan G L, Krishnan T. The EM Algorithm and Extensions[M]. New York: Wiley, 1997.
10Harville D A. Matrix Algebra from a Statistician's Perspective[M]. New York: Springer-Verlag, 1997.

1Fuller W A. Measurement Error Models[M].{H}New York:Wiley,1987.
2Cheng C L,Van Ness J W. Statistical Regression with Measurement Error[M].{H}London:Arnold,1999.
3Carroll R J,Ruppert D,Stefanski L A,Crainiceanu C M. Measurement Error in Nonlinear Models:A Modern Perspective[M].Boca Raton:Chapman and Hall,2006.
4Reiersol O. Identifiability of a linear relation between variables which are subject to errors[J].{H}ECONOMETRICA,1950.375-389.
5Chan L K,Mak T K. Maximum likelihood estimation of a linear structural relationship with replication[J].{H}Journal of the Royal Statistical Society Series B(Methodological),1979.263-268.
6Isogawa Y. Estimating a multivariate linear structural relationship with replication[J].{H}Journal of the Royal Statistical Society Series B(Methodological),1985.211-215.
7LIN Nan,Bailey B A,HE Xuming,Buttlar W G. Adjustment of measuring devices with linear models[J].{H}TECHNOMETRICS,2004,(2):127-134.
8Giméénez P,Patat M L. Estimation in comparative calibration models with replicate measurement[J].{H}Statistics & Probability Letters,2005.155-164.
9Wimmer G,Witkovsky V. Univariate linear calibration via replicated errors-in-variables model[J].{H}JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION,2007.213-227.
10LIN Jinguan,CAO Chunzheng. On estimation of measurement error models with replication under heavy-tailed distributions[J].{H}COMPUTATIONAL STATISTICS,2013,(2):809-929.

统计与决策

2015年第10期

内容加载中请稍等...