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二值响应变量拟似然方程解的相合性
Consistency Problem of Solution in Quasi Likelihood Equation with Two-Valued Responses
【摘要】 当{xi}有界及μ满足一定条件时,二值响应变量拟似然方程的解为真参数0β的相合估计.人们努力想把结果推广到{xi}无界的情形,迄今并未取得多少有意义的结果.本文通过构造正反3个例子指出:这个结论不可能以任何有一定普遍意义的形式推广到无界的情形.
【Abstract】 If xi is bounded and μ satisfies some conditions,the solution of two-values response variable of quasi-likelihood equation ∑ni=1xi(yi-μ(x′i()β))=0 is a consistent estimate of the true parameter β0.Many researcher tried to extended to unbounded condition,but did not obtain any significant result.Here we show that the conclusion cannot be extended to unbounded xi in any form with some generality.
【关键词】 广义线性模型;
拟似然估计;
相合性;
【Key words】 generalized linear models; quasi-likelihood estimate; consistency;
【Key words】 generalized linear models; quasi-likelihood estimate; consistency;
【基金】 国家自然科学基金资助项目(10231030);中国民用航空学院理学基金资助项目(04-CAUC-18S)
- 【文献出处】 武汉大学学报(理学版) ,Journal of Wuhan University(Natural Science Edition) , 编辑部邮箱 ,2006年01期
- 【分类号】O212.1
- 【下载频次】54