协变量调整回归模型的经验似然推断

数学物理学报 ›› 2011, Vol. 31 ›› Issue (2): 360-368.

协变量调整回归模型的经验似然推断

赵培信^1,2, 薛留根¹

1.北京工业大学应用数理学院北京 100124|2.河池学院数学系广西宜州 546300

收稿日期:2008-10-28 修回日期:2009-09-06 出版日期:2011-04-25 发布日期:2011-04-25
基金资助:
国家自然科学基金 (10871013)、北京市自然科学基金 (1102008)、高等学校博士学科点专项科研基金(20070005003)、广西自然科学基金(2010GXNSFB013051)和研究生科研启动基金 (2008QS-N014) 资助

Empirical Likelihood Inferences for Covariate Adjusted Regression

ZHAO Pei-Xin^1,2, XUE Liu-Gen¹

1.College of Applied Sciences, Beijing University of Technology, Beijing 100124|2.Department of Mathematics, Hechi University, Guangxi Yizhou |546300

Received:2008-10-28 Revised:2009-09-06 Online:2011-04-25 Published:2011-04-25
Supported by:
国家自然科学基金 (10871013)、北京市自然科学基金 (1102008)、高等学校博士学科点专项科研基金(20070005003)、广西自然科学基金(2010GXNSFB013051)和研究生科研启动基金 (2008QS-N014) 资助

摘要/Abstract

摘要：

考虑协变量调整回归模型的估计问题. 利用经验似然方法, 给出了回归系数的校正经验似然比函数, 并证明了其满足Wilks' 现象, 进而构造了回归系数的置信区间. 通过数据模拟以及实例分析研究了该文方法的有限样本性质.

关键词: 协变量调整回归, 经验似然, 置信区间

Abstract:

In this paper, an empirical likelihood inference for the covariate adjusted regression is investigated. Based on the empirical likelihood method,
a corrected empirical likelihood ratio method is proposed and the Wilks' phenomenon is derived. Then, the confidence intervals for the regression coefficients are constructed. A simulation study and a real data application are undertaken to assess the finite sample performance of the proposed method.

Key words: Covariate adjusted regression, Empirical likelihood, Confidence intervals

中图分类号:

62G05

赵培信, 薛留根. 协变量调整回归模型的经验似然推断[J]. 数学物理学报, 2011, 31(2): 360-368.

ZHAO Pei-Xin, XUE Liu-Gen. Empirical Likelihood Inferences for Covariate Adjusted Regression[J]. Acta mathematica scientia,Series A, 2011, 31(2): 360-368.

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