摘要
基于截面经验似然方法,将双重广义线性模型的拟似然估计方程作为截面经验似然比函数的约束条件,构造了均值模型和散度模型未知参数的置信区间.最后通过数据模拟,将该方法与正态逼近方法比较,说明了该方法是有效和可行的.
Based on profiled empirical likelihood method, the quasi-likelihood functions of the double generalized linear models were considered as the constraints of the profile empirical likelihood ratio function. The confidence intervals of unknown parameters in double generalized linear models were constructed. Finally, simulation studies show that this method is more useful and effective than normal approximation.
出处
《高校应用数学学报（A辑）》
CSCD
北大核心
2015年第1期10-16,共7页
Applied Mathematics A Journal of Chinese Universities(Ser.A)
基金
国家自然科学基金(11261025
11026209
41461026)
云南省自然科学基金(2011FZ044)
关键词
双重广义线性模型
经验似然
置信区间
χ2分布
double generalized linear models
empirical likelihood
confidence interval
χ2 distribution
