We study the quasi likelihood equation in Generalized Linear Models（GLM） with adaptive design ∑（i=1）^n xi（yi-h（x＇iβ））=0, where yi is a q=vector, and xi is a p×q random matrix. Under some assumptions, i...We study the quasi likelihood equation in Generalized Linear Models（GLM） with adaptive design ∑（i=1）^n xi（yi-h（x＇iβ））=0, where yi is a q=vector, and xi is a p×q random matrix. Under some assumptions, it is shown that the Quasi- Likelihood equation for the GLM has a solution which is asymptotic normal.展开更多
Based on the barotropic equations including large-scale topography, friction and heat factor, a barotropic quasi-geostrophic model with large-scale topography, friction and heating is obtained by means of scale analys...Based on the barotropic equations including large-scale topography, friction and heat factor, a barotropic quasi-geostrophic model with large-scale topography, friction and heating is obtained by means of scale analysis and small parameter method. It is shown that this equation is a basic one, which is used to study the influence of the Tibetan Plateau on the large-scale flow in the atmosphere. If the friction and heating effect of large-scale topography are neglected, this model will degenerate to the general barotropic quasi-geostrophic one.展开更多
Two intense quasi-linear mesoscale convective systems（QLMCSs） in northern China were simulated using the WRF（Weather Research and Forecasting） model and the 3D-Var（three-dimensional variational） analysis system ...Two intense quasi-linear mesoscale convective systems（QLMCSs） in northern China were simulated using the WRF（Weather Research and Forecasting） model and the 3D-Var（three-dimensional variational） analysis system of the ARPS（Advanced Regional Prediction System） model.A new method in which the lightning density is calculated using both the precipitation and non-precipitation ice mass was developed to reveal the relationship between the lightning activities and QLMCS structures.Results indicate that,compared with calculating the results using two previous methods,the lightning density calculated using the new method presented in this study is in better accordance with observations.Based on the calculated lightning densities using the new method,it was found that most lightning activity was initiated on the right side and at the front of the QLMCSs,where the surface wind field converged intensely.The CAPE was much stronger ahead of the southeastward progressing QLMCS than to the back it,and their lightning events mainly occurred in regions with a large gradient of CAPE.Comparisons between lightning and non-lightning regions indicated that lightning regions featured more intense ascending motion than non-lightning regions;the vertical ranges of maximum reflectivity between lightning and non-lightning regions were very different;and the ice mixing ratio featured no significant differences between the lightning and non-lightning regions.展开更多
This paper gives a thorough theoretical treatment on the adaptive quasilikelihood estimate of the parameters in the generalized linear models. The unknown covariance matrix of the response variable is estimated by the...This paper gives a thorough theoretical treatment on the adaptive quasilikelihood estimate of the parameters in the generalized linear models. The unknown covariance matrix of the response variable is estimated by the sample. It is shown that the adaptive estimator defined in this paper is asymptotically most efficient in the sense that it is asymptotic normal, and the covariance matrix of the limit distribution coincides with the one for the quasi-likelihood estimator for the case that the covariance matrix of the response variable is completely known.展开更多
In a generalized linear model with q×1 responses, bounded and fixed p×q regressors zi and general link function, under the most general assumption on the minimum eigenvalue of ∑in=1 ZiZi', the moment co...In a generalized linear model with q×1 responses, bounded and fixed p×q regressors zi and general link function, under the most general assumption on the minimum eigenvalue of ∑in=1 ZiZi', the moment condition on responses as weak as possible and other mild regular conditions, we prove that with probability one, the quasi-likelihood equation has a solution βn for all large sample size n, which converges to the true regression parameter β0. This result is an essential improvement over the relevant results in literature.展开更多
In a generalized linear model with q x 1 responses, the bounded and fixed (or adaptive) p × q regressors Zi and the general link function, under the most general assumption on the minimum eigenvalue of ZiZ'i,...In a generalized linear model with q x 1 responses, the bounded and fixed (or adaptive) p × q regressors Zi and the general link function, under the most general assumption on the minimum eigenvalue of ZiZ'i,the moment condition on responses as weak as possible and the other mild regular conditions, we prove that the maximum quasi-likelihood estimates for the regression parameter vector are asymptotically normal and strongly consistent.展开更多
In this paper, we explore some weakly consistent properties of quasi-maximum likelihood estimates (QMLE) concerning the quasi-likelihood equation $ \sum\nolimits_{i = 1}^n {X_i (y_i - \mu (X_i^\prime \beta ))} $ for u...In this paper, we explore some weakly consistent properties of quasi-maximum likelihood estimates (QMLE) concerning the quasi-likelihood equation $ \sum\nolimits_{i = 1}^n {X_i (y_i - \mu (X_i^\prime \beta ))} $ for univariate generalized linear model E(y|X) = μ(X′β). Given uncorrelated residuals {e i = Y i ? μ(X i ′ β0), 1 ? i ? n} and other conditions, we prove that $$ \hat \beta _n - \beta _0 = O_p (\underset{\raise0.3em\hbox{$\smash{\scriptscriptstyle-}$}}{\lambda } _n^{ - 1/2} ) $$ holds, where $ \hat \beta _n $ is a root of the above equation, β 0 is the true value of parameter β and $$ \underset{\raise0.3em\hbox{$\smash{\scriptscriptstyle-}$}}{\lambda } _n $$ denotes the smallest eigenvalue of the matrix S n = ∑ i=1 n X i X i ′ . We also show that the convergence rate above is sharp, provided independent non-asymptotically degenerate residual sequence and other conditions. Moreover, paralleling to the elegant result of Drygas (1976) for classical linear regression models, we point out that the necessary condition guaranteeing the weak consistency of QMLE is S n ?1 → 0, as the sample size n → ∞.展开更多
The paper studies a generalized linear model（GLM）yt = h（xt^T β） ＋ εt,t = l,2,...,n,where ε1 = η1,ε1 =ρεt ＋ηt,t = 2,3,...;n,h is a continuous differentiable function,ηt＇s are independent and identically...The paper studies a generalized linear model（GLM）yt = h（xt^T β） ＋ εt,t = l,2,...,n,where ε1 = η1,ε1 =ρεt ＋ηt,t = 2,3,...;n,h is a continuous differentiable function,ηt＇s are independent and identically distributed random errors with zero mean and finite variance σ^2.Firstly,the quasi-maximum likelihood（QML） estimators of β,p and σ^2 are given.Secondly,under mild conditions,the asymptotic properties（including the existence,weak consistency and asymptotic distribution） of the QML estimators are investigated.Lastly,the validity of method is illuminated by a simulation example.展开更多
In classical linear pharmacokinetics, elimination rate of drugs is regarded as a constant, so elimination of drugs is independent of dose. But recent studies have showed that it is not true for some drugs. Levy found ...In classical linear pharmacokinetics, elimination rate of drugs is regarded as a constant, so elimination of drugs is independent of dose. But recent studies have showed that it is not true for some drugs. Levy found in 1965 that the elimination of salicylamide is dosedependent and its biological half-life increases with dose. To account for this phenomenon,展开更多
文摘We study the quasi likelihood equation in Generalized Linear Models（GLM） with adaptive design ∑（i=1）^n xi（yi-h（x＇iβ））=0, where yi is a q=vector, and xi is a p×q random matrix. Under some assumptions, it is shown that the Quasi- Likelihood equation for the GLM has a solution which is asymptotic normal.
基金RFDP and key national research project "Tibetan Plateau
文摘Based on the barotropic equations including large-scale topography, friction and heat factor, a barotropic quasi-geostrophic model with large-scale topography, friction and heating is obtained by means of scale analysis and small parameter method. It is shown that this equation is a basic one, which is used to study the influence of the Tibetan Plateau on the large-scale flow in the atmosphere. If the friction and heating effect of large-scale topography are neglected, this model will degenerate to the general barotropic quasi-geostrophic one.
基金supported jointly by the National Key Basic Research and Development (973) Program of China (Grant No. 2014CB441401)the National Natural Science Foundation of China (Grant Nos. 41405007, 41175043, 41475002, and 41205027)
文摘Two intense quasi-linear mesoscale convective systems（QLMCSs） in northern China were simulated using the WRF（Weather Research and Forecasting） model and the 3D-Var（three-dimensional variational） analysis system of the ARPS（Advanced Regional Prediction System） model.A new method in which the lightning density is calculated using both the precipitation and non-precipitation ice mass was developed to reveal the relationship between the lightning activities and QLMCS structures.Results indicate that,compared with calculating the results using two previous methods,the lightning density calculated using the new method presented in this study is in better accordance with observations.Based on the calculated lightning densities using the new method,it was found that most lightning activity was initiated on the right side and at the front of the QLMCSs,where the surface wind field converged intensely.The CAPE was much stronger ahead of the southeastward progressing QLMCS than to the back it,and their lightning events mainly occurred in regions with a large gradient of CAPE.Comparisons between lightning and non-lightning regions indicated that lightning regions featured more intense ascending motion than non-lightning regions;the vertical ranges of maximum reflectivity between lightning and non-lightning regions were very different;and the ice mixing ratio featured no significant differences between the lightning and non-lightning regions.
文摘This paper gives a thorough theoretical treatment on the adaptive quasilikelihood estimate of the parameters in the generalized linear models. The unknown covariance matrix of the response variable is estimated by the sample. It is shown that the adaptive estimator defined in this paper is asymptotically most efficient in the sense that it is asymptotic normal, and the covariance matrix of the limit distribution coincides with the one for the quasi-likelihood estimator for the case that the covariance matrix of the response variable is completely known.
基金This work was partially supported by the National Natural Science Foundation of China(Grant Nos.10171094&10471136)Ph.D.Program Foundation of Ministry of Education of ChinaSpecial Foundations of the Chinese Academy of Science and USTC.
文摘In a generalized linear model with q×1 responses, bounded and fixed p×q regressors zi and general link function, under the most general assumption on the minimum eigenvalue of ∑in=1 ZiZi', the moment condition on responses as weak as possible and other mild regular conditions, we prove that with probability one, the quasi-likelihood equation has a solution βn for all large sample size n, which converges to the true regression parameter β0. This result is an essential improvement over the relevant results in literature.
基金supported by the National Natural Science Foundation of China(Grant No.10471136)Ph.D.Program Foundation of Ministry of Education of China and Special Foundation of the Chinese Academy of Science and USTC.
文摘In a generalized linear model with q x 1 responses, the bounded and fixed (or adaptive) p × q regressors Zi and the general link function, under the most general assumption on the minimum eigenvalue of ZiZ'i,the moment condition on responses as weak as possible and the other mild regular conditions, we prove that the maximum quasi-likelihood estimates for the regression parameter vector are asymptotically normal and strongly consistent.
基金supported by the President Foundation (Grant No. Y1050)the Scientific Research Foundation(Grant No. KYQD200502) of GUCAS
文摘In this paper, we explore some weakly consistent properties of quasi-maximum likelihood estimates (QMLE) concerning the quasi-likelihood equation $ \sum\nolimits_{i = 1}^n {X_i (y_i - \mu (X_i^\prime \beta ))} $ for univariate generalized linear model E(y|X) = μ(X′β). Given uncorrelated residuals {e i = Y i ? μ(X i ′ β0), 1 ? i ? n} and other conditions, we prove that $$ \hat \beta _n - \beta _0 = O_p (\underset{\raise0.3em\hbox{$\smash{\scriptscriptstyle-}$}}{\lambda } _n^{ - 1/2} ) $$ holds, where $ \hat \beta _n $ is a root of the above equation, β 0 is the true value of parameter β and $$ \underset{\raise0.3em\hbox{$\smash{\scriptscriptstyle-}$}}{\lambda } _n $$ denotes the smallest eigenvalue of the matrix S n = ∑ i=1 n X i X i ′ . We also show that the convergence rate above is sharp, provided independent non-asymptotically degenerate residual sequence and other conditions. Moreover, paralleling to the elegant result of Drygas (1976) for classical linear regression models, we point out that the necessary condition guaranteeing the weak consistency of QMLE is S n ?1 → 0, as the sample size n → ∞.
基金Supported by National Natural Science Foundation of China(Grant Nos.11071022,11471105)Science and Technology Research Projects of the Educational Department of Hubei Province(Grant No.Q20132505)
文摘The paper studies a generalized linear model（GLM）yt = h（xt^T β） ＋ εt,t = l,2,...,n,where ε1 = η1,ε1 =ρεt ＋ηt,t = 2,3,...;n,h is a continuous differentiable function,ηt＇s are independent and identically distributed random errors with zero mean and finite variance σ^2.Firstly,the quasi-maximum likelihood（QML） estimators of β,p and σ^2 are given.Secondly,under mild conditions,the asymptotic properties（including the existence,weak consistency and asymptotic distribution） of the QML estimators are investigated.Lastly,the validity of method is illuminated by a simulation example.
文摘In classical linear pharmacokinetics, elimination rate of drugs is regarded as a constant, so elimination of drugs is independent of dose. But recent studies have showed that it is not true for some drugs. Levy found in 1965 that the elimination of salicylamide is dosedependent and its biological half-life increases with dose. To account for this phenomenon,
