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Statistical Inference in Generalized Linear Mixed Models by Joint Modelling Mean and Covariance of Non-Normal Random Effects
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作者 Yin Chen Yu Fei Jianxin Pan 《Open Journal of Statistics》 2015年第6期568-584,共17页
Generalized linear mixed models (GLMMs) are typically constructed by incorporating random effects into the linear predictor. The random effects are usually assumed to be normally distributed with mean zero and varianc... Generalized linear mixed models (GLMMs) are typically constructed by incorporating random effects into the linear predictor. The random effects are usually assumed to be normally distributed with mean zero and variance-covariance identity matrix. In this paper, we propose to release random effects to non-normal distributions and discuss how to model the mean and covariance structures in GLMMs simultaneously. Parameter estimation is solved by using Quasi-Monte Carlo (QMC) method through iterative Newton-Raphson (NR) algorithm very well in terms of accuracy and stabilization, which is demonstrated by real binary salamander mating data analysis and simulation studies. 展开更多
关键词 generalized linear Mixed models MULTIVARIATE t DISTRIBUTION MULTIVARIATE Mixture NORMAL DISTRIBUTION Quasi-Monte Carlo NEWTON-RAPHSON joint Modelling of mean and COVARIANCE
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A New Class of Biased Linear Estimators in Deficient-rank Linear Models 被引量:1
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作者 归庆明 段清堂 +1 位作者 周巧云 郭建锋 《Chinese Quarterly Journal of Mathematics》 CSCD 2001年第1期71-78,共8页
In this paper, we define a new class of biased linear estimators of the vector of unknown parameters in the deficient_rank linear model based on the spectral decomposition expression of the best linear minimun bias es... In this paper, we define a new class of biased linear estimators of the vector of unknown parameters in the deficient_rank linear model based on the spectral decomposition expression of the best linear minimun bias estimator. Some important properties are discussed. By appropriate choices of bias parameters, we construct many interested and useful biased linear estimators, which are the extension of ordinary biased linear estimators in the full_rank linear model to the deficient_rank linear model. At last, we give a numerical example in geodetic adjustment. 展开更多
关键词 deficient_rank model best linear minimum bias estimator generalized principal components estimator mean squared error condition number
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LMMSE-based SAGE channel estimation and data detection joint algorithm for MIMO-OFDM system 被引量:1
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作者 申京 Wu Muqing 《High Technology Letters》 EI CAS 2012年第2期195-201,共7页
A new channel estimation and data detection joint algorithm is proposed for multi-input multi-output (MIMO) - orthogonal frequency division multiplexing (OFDM) system using linear minimum mean square error (LMMSE... A new channel estimation and data detection joint algorithm is proposed for multi-input multi-output (MIMO) - orthogonal frequency division multiplexing (OFDM) system using linear minimum mean square error (LMMSE)- based space-alternating generalized expectation-maximization (SAGE) algorithm. In the proposed algorithm, every sub-frame of the MIMO-OFDM system is divided into some OFDM sub-blocks and the LMMSE-based SAGE algorithm in each sub-block is used. At the head of each sub-flame, we insert training symbols which are used in the initial estimation at the beginning. Channel estimation of the previous sub-block is applied to the initial estimation in the current sub-block by the maximum-likelihood (ML) detection to update channel estimatjon and data detection by iteration until converge. Then all the sub-blocks can be finished in turn. Simulation results show that the proposed algorithm can improve the bit error rate (BER) performance. 展开更多
关键词 multi-input multi-output (MIMO) orthogonal frequency division multiplexing (OFDM) linear minimum mean square error (LMMSE) space-alternating generalized expectation-maximization (SAGE) ITERATION channel estimation data detection joint algorithm.
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Inference Procedures on the Generalized Poisson Distribution from Multiple Samples: Comparisons with Nonparametric Models for Analysis of Covariance (ANCOVA) of Count Data
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作者 Maha Al-Eid Mohamed M. Shoukri 《Open Journal of Statistics》 2021年第3期420-436,共17页
Count data that exhibit over dispersion (variance of counts is larger than its mean) are commonly analyzed using discrete distributions such as negative binomial, Poisson inverse Gaussian and other models. The Poisson... Count data that exhibit over dispersion (variance of counts is larger than its mean) are commonly analyzed using discrete distributions such as negative binomial, Poisson inverse Gaussian and other models. The Poisson is characterized by the equality of mean and variance whereas the Negative Binomial and the Poisson inverse Gaussian have variance larger than the mean and therefore are more appropriate to model over-dispersed count data. As an alternative to these two models, we shall use the generalized Poisson distribution for group comparisons in the presence of multiple covariates. This problem is known as the ANCOVA and is solved for continuous data. Our objectives were to develop ANCOVA using the generalized Poisson distribution, and compare its goodness of fit to that of the nonparametric Generalized Additive Models. We used real life data to show that the model performs quite satisfactorily when compared to the nonparametric Generalized Additive Models. 展开更多
关键词 Count Regression Over dispersion generalized linear models Analysis of Covariance generalized Additive models
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Revisiting Akaike’s Final Prediction Error and the Generalized Cross Validation Criteria in Regression from the Same Perspective: From Least Squares to Ridge Regression and Smoothing Splines
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作者 Jean Raphael Ndzinga Mvondo Eugène-Patrice Ndong Nguéma 《Open Journal of Statistics》 2023年第5期694-716,共23页
In regression, despite being both aimed at estimating the Mean Squared Prediction Error (MSPE), Akaike’s Final Prediction Error (FPE) and the Generalized Cross Validation (GCV) selection criteria are usually derived ... In regression, despite being both aimed at estimating the Mean Squared Prediction Error (MSPE), Akaike’s Final Prediction Error (FPE) and the Generalized Cross Validation (GCV) selection criteria are usually derived from two quite different perspectives. Here, settling on the most commonly accepted definition of the MSPE as the expectation of the squared prediction error loss, we provide theoretical expressions for it, valid for any linear model (LM) fitter, be it under random or non random designs. Specializing these MSPE expressions for each of them, we are able to derive closed formulas of the MSPE for some of the most popular LM fitters: Ordinary Least Squares (OLS), with or without a full column rank design matrix;Ordinary and Generalized Ridge regression, the latter embedding smoothing splines fitting. For each of these LM fitters, we then deduce a computable estimate of the MSPE which turns out to coincide with Akaike’s FPE. Using a slight variation, we similarly get a class of MSPE estimates coinciding with the classical GCV formula for those same LM fitters. 展开更多
关键词 linear Model mean Squared Prediction Error Final Prediction Error generalized Cross Validation Least Squares Ridge Regression
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Effects of breeding success,age and sex on breeding dispersal of a reintroduced population of the Crested Ibis(Nipponia nippon)in Ningshan County,China 被引量:4
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作者 Rong Dong Xinping Ye +4 位作者 Lin Zhong Xia Li Min Li Huaqiang Wang Xiaoping Yu 《Avian Research》 CSCD 2018年第4期314-320,共7页
Background: Breeding dispersal is an important ecological process that affects species' population dynamics and colonization of new suitable areas. Knowledge of the causes and consequences of breeding dispersal is... Background: Breeding dispersal is an important ecological process that affects species' population dynamics and colonization of new suitable areas. Knowledge of the causes and consequences of breeding dispersal is fundamental to our understanding of avian ecology and evolution. Although breeding success for a wild and reintroduced population of the Crested Ibis(Nipponia nippon) has been reported, the relationships between individuals' breeding dispersal and their breeding success, age and sex remain unclear.Methods: Ibises' breeding dispersal distance, which is the distance moved by adults between sites of reproduction, was estimated based on the observations of consecutive breeding sites of marked ibis individuals. From observational and capture-recapture data(n as = 102) over 9 years, individuals' breeding dispersal probability in relation to age, sex, and reproductive success wanalyzed via a generalized linear mixed effect modeling approach.Results: Our results show that 55% males and 51% females keep their previous territories following nesting success. Failed breeding attempts increased dispersal probabilities. Both females and males failed in breeding were more likely to disperse with greater distances than successful birds(females: 825 ± 216 m vs 196 ± 101 m, males: 372 Crested Ibis exhibited a female-biased dispersal pattern that the mean dispersal distance± 164 m vs 210 ± 127 m). of females(435 ± 234 m) was much larger than that of males(294 ± 172 m).Conclusion: Our results are fundamental to predict the patterns of breeding dispersal related to reproductive success under different release sites. From the conservation point of view, landscape connectivity between the reintroduced populations should be taken into account in accordance with the distance of breeding dispersal. 展开更多
关键词 BREEDinG dispersal BREEDinG SUCCESS generalized linear mixed effect model Crested IBIS Reintroduced POPULATION
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多元广义Stein估计及其优良性
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作者 蔡新民 方兴 黄养新 《武汉理工大学学报》 EI CAS CSCD 2001年第9期87-89,共3页
对于多元正态线性模型 ,采用极小化均方误差的方法得到了回归系数的一种非线性有偏估计 ,即多元广义Stein估计 ,给出了它的偏差及其均方误差的渐近展开式。在均方误差意义下 ,当误差干扰充分小 (σ→ 0 )时 ,得到了该估计优于 L
关键词 多元线性模型 均方误差 多元广义 STEin估计 偏差 回归分析
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基于K-MEANS聚类算法对车险续保概率的研究 被引量:2
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作者 段寒冰 朱家明 +1 位作者 马晓旭 方扶星 《哈尔滨师范大学自然科学学报》 CAS 2019年第4期11-16,共6页
针对车险续保概率,运用K-means聚类算法,混合因素分析法建立了客户分群模型,广义线性混合模型,使用MATLAB,SPSS,Excel等软件进行处理分析.研究得出车险客户的精准画像并给出了客户分析报告和相应的续保概率.总结出了一套车险费率算法,... 针对车险续保概率,运用K-means聚类算法,混合因素分析法建立了客户分群模型,广义线性混合模型,使用MATLAB,SPSS,Excel等软件进行处理分析.研究得出车险客户的精准画像并给出了客户分析报告和相应的续保概率.总结出了一套车险费率算法,为不同类型的客户量身定制了车险方案,以提高车险客户的续保概率. 展开更多
关键词 K-meanS聚类算法 数据清洗 广义线性混合模型 费率厘定 SPASS
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Comparison of MINQUE and Simple Estimate of the Error Variance in the General Linear Models 被引量:2
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作者 Song-guiWang Mi-xiaWu Wei-qingMa 《Acta Mathematicae Applicatae Sinica》 SCIE CSCD 2003年第1期13-18,共6页
Abstract Comparison is made between the MINQUE and simple estimate of the error variance in the normal linear model under the mean square errors criterion, where the model matrix need not have full rank and the disper... Abstract Comparison is made between the MINQUE and simple estimate of the error variance in the normal linear model under the mean square errors criterion, where the model matrix need not have full rank and the dispersion matrix can be singular. Our results show that any one of both estimates cannot be always superior to the other. Some sufficient criteria for any one of them to be better than the other are established. Some interesting relations between these two estimates are also given. 展开更多
关键词 Keywords General linear model MinQUE mean square error
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Jackknifed Liu Estimator in Linear Regression Models
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作者 HU Hongchang XIA Yuhe 《Wuhan University Journal of Natural Sciences》 CAS 2013年第4期331-336,共6页
In this paper, we introduce a generalized Liu estimator and jackknifed Liu estimator in a linear regression model with correlated or heteroscedastic errors. Therefore, we extend the Liu estimator. Under the mean squar... In this paper, we introduce a generalized Liu estimator and jackknifed Liu estimator in a linear regression model with correlated or heteroscedastic errors. Therefore, we extend the Liu estimator. Under the mean square error(MSE), the jackknifed estimator is superior to the Liu estimator and the jackknifed ridge estimator. We also give a method to select the biasing parameter for d. Furthermore, a numerical example is given to illustvate these theoretical results. 展开更多
关键词 linear regression model correlated or heteroscedastic errors generalized Liu estimator jackknifed Liu estimator mean square error
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Generalized Ridge and Principal Correlation Estimator of the Regression Parameters and Its Optimality
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作者 GUO Wen Xing ZHANG Shang Li XUE Xiao Wei 《Journal of Mathematical Research and Exposition》 CSCD 2009年第5期882-888,共7页
In this paper,we propose a new biased estimator of the regression parameters,the generalized ridge and principal correlation estimator.We present its some properties and prove that it is superior to LSE(least squares ... In this paper,we propose a new biased estimator of the regression parameters,the generalized ridge and principal correlation estimator.We present its some properties and prove that it is superior to LSE(least squares estimator),principal correlation estimator,ridge and principal correlation estimator under MSE(mean squares error) and PMC(Pitman closeness) criterion,respectively. 展开更多
关键词 linear regression model generalized ridge and principal correlation estimator mean squares error Pitman closeness criterion.
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基于对数正态分布下联合均值与散度广义线性模型的极大似然估计 被引量:9
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作者 黄丽 吴刘仓 《高校应用数学学报(A辑)》 CSCD 北大核心 2011年第4期379-389,共11页
基于对数正态分布研究提出了联合均值与散度广义线性模型,给出了此模型参数的极大似然估计,模拟和实例显示该模型和方法是有用和有效的.
关键词 对数正态分布 联合均值与散度广义线性模型 极大似然估计
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基于GLM的未决赔款准备金评估的随机性链梯法 被引量:11
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作者 张连增 段白鸽 《财经理论与实践》 CSSCI 北大核心 2012年第1期22-28,共7页
为度量未决赔款准备金评估结果的波动性,需要研究随机性评估方法。基于GLM的随机性方法,得到准备金估计及预测均方误差。特别地,在过度分散泊松模型中,分别应用参数Bootstrap方法和非参数Bootstrap方法,得到两种方法下未决赔款准备金的... 为度量未决赔款准备金评估结果的波动性,需要研究随机性评估方法。基于GLM的随机性方法,得到准备金估计及预测均方误差。特别地,在过度分散泊松模型中,分别应用参数Bootstrap方法和非参数Bootstrap方法,得到两种方法下未决赔款准备金的预测分布,进而由该分布得到各个分位数以及其它分布度量,并通过精算实务中的数值实例应用R软件加以实证分析。实证结果表明,两种Bootstrap方法得到的参数误差、过程标准差、预测均方误差都与解析表示估计的结果很接近。 展开更多
关键词 广义线性模型 过度分散泊松分布 预测均方误差 预测分布 BOOTSTRAP方法
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误差项为RDM的广义线性模型的诊断 被引量:2
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作者 冯予 王执铨 《南京理工大学学报》 EI CAS CSCD 北大核心 2001年第6期646-649,共4页
该文将Cook和Weisberg提出的线性模型残差分析和影响分析方法用于误差项为RDM的广义线性模型 ,证明了均值漂移模型与数据删除模型的等价性 。
关键词 广义线性模型 残差分析 RDM 诊断分析 再生散度模型 随机误差
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Gauss-Markov估计关于误差分布的稳健性 被引量:5
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作者 邱红兵 罗季 《应用概率统计》 CSCD 北大核心 2010年第6期615-622,共8页
对于一般线性模型y=Xβ+ε,本文讨论了在广义均方误差准则及均方误差矩阵准则下,未知参数β的可估函数Xβ的Gauss-Markov估计关于误差分布的稳健性,分别给出了误差项ε的最大分布类,使得误差项ε的分布在此范围内变动时,Gauss-Markov估... 对于一般线性模型y=Xβ+ε,本文讨论了在广义均方误差准则及均方误差矩阵准则下,未知参数β的可估函数Xβ的Gauss-Markov估计关于误差分布的稳健性,分别给出了误差项ε的最大分布类,使得误差项ε的分布在此范围内变动时,Gauss-Markov估计在相应准则下是最优估计. 展开更多
关键词 线性模型 广义均方误差 均方误差矩阵 Gauss-Markov估计
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线性模型中回归系数广义岭估计的小样本性质 被引量:8
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作者 韦剑 缪柏其 《中国科学技术大学学报》 CAS CSCD 北大核心 2006年第9期936-940,共5页
在均方误差矩阵准则和Pitman closeness(PC)准则下讨论了线性回归模型中回归系数的广义岭估计相对于最小二乘估计的优良性及其相对效率的界.
关键词 线性回归模型 最小二乘估计 广义岭估计 均方误差矩阵准则 PC准则 相对效率
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广义线性模型的诊断与实例分析 被引量:6
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作者 周雁 《四川大学学报(自然科学版)》 CAS CSCD 北大核心 2007年第6期1163-1168,共6页
研究了广义线性模型的诊断,将线性回归模型的诊断方法推广运用到广义线性模型,证明了均值漂移模型与数据删除模型的等价性,研究了判断异常点的Score检验统计量.最后通过实例建模,验证了本文给出的诊断方法的有效性.
关键词 广义线性模型 统计诊断 数据删除 均值漂移 Score检验统计量
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聚集数据广义线性模型参数的估计 被引量:1
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作者 周永正 周勇 孔德娟 《南昌大学学报(工科版)》 CAS 2008年第1期24-27,共4页
对于聚集数据的广义线性模型:Y=Xβ+u,Eu=0,Var(u)=σ2∑,提出了二种有偏估计:岭估计β(k)与改进岭估计β(k)。在均方误差意义下,研究了它们的优良性,并将岭估计与改进岭估计进行了比较,推广了有关文献中的结果。
关键词 聚集数据 广义线性模型 岭估计 改进岭估计 均方误差
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双重广义线性模型在车损险费率厘定中的应用 被引量:1
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作者 赵明清 陈玉澎 张晓晓 《统计与信息论坛》 CSSCI 北大核心 2016年第10期42-46,共5页
双重广义线模型是对广义线性模型的扩展,其对反应变量的均值与散度参数同时建立模型,提高了模型运用的灵活性与适应性。将双重广义线性模型应用到车损险费率厘定中,既考虑了费率期望值与费率因子之间的关系,又考虑了变量的分散程度与费... 双重广义线模型是对广义线性模型的扩展,其对反应变量的均值与散度参数同时建立模型,提高了模型运用的灵活性与适应性。将双重广义线性模型应用到车损险费率厘定中,既考虑了费率期望值与费率因子之间的关系,又考虑了变量的分散程度与费率因子之间的关系,并以欧洲一家保险公司的汽车保险损失数据为样本进行实证研究,把无索赔优待等级、地区、车型与年均行驶里程数作为费率因子,建立了费率厘定模型。结果表明,所得到费率结构合理,符合实际。 展开更多
关键词 双重广义线性模型 散度参数 车损险 费率厘定
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缺失数据下广义变系数模型的均值借补估计 被引量:2
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作者 李志强 薛留根 《数理统计与管理》 CSSCI 北大核心 2007年第3期444-448,共5页
本文在响应变量随机缺失时,给出广义变系数模型中响应变量的2个均值拟似然借补估计。证明了它们具有渐近正态性,并进行了模拟研究。
关键词 广义变系数模型 随机缺失 局部线性拟似然估计 均值借补估计 渐f近正态性
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