数学物理学报

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连续型半参数广义线性纵向数据模型的方差成分检验

曾林蕊; 朱仲义   

  1. (华东师范大学统计系 上海200062)
  • 收稿日期:2005-12-30 修回日期:2007-11-13 出版日期:2008-08-25 发布日期:2008-08-25
  • 通讯作者: 朱仲义
  • 基金资助:
    国家自然科学基金(10371042, 10671038)资助

Variance Component Testing in Semiparametric Generalized Linear Model for Longitudinal Data

Zeng Linrui; Zhu Zhongyi   

  1. (Department of Statistics, East China Normal University, Shanghai 200062)
  • Received:2005-12-30 Revised:2007-11-13 Online:2008-08-25 Published:2008-08-25
  • Contact: Zuu Zhongyi

摘要: 回归模型的方差成分检验是一个非常重要的问题.该文针对离差参数的变异, 随机效应的影响及两者同时具有的三种情形, 研究了基于纵向数据的连续型半参数广义线性模型的方差成分检验, 得到了Score检验统计量, 最后通过计算机模拟验证了该文所提出的方法的有效性.

关键词: 纵向数据, 半参数模型, Score检验, 惩罚样条

Abstract: The variance component testing in the regression model is an important problem. In this paper, the authors study three cases in the variance component testing in semiparametric generalized linear model for longitudinal data, and the score statistic is obtained. In the first case, the authors just consider the nonconstant dispersion. Then in the second case, only the random effects are considered. In the last case, the authors consider both influences. Simulation studies are implemented to verify the efficiency of the method.

Key words: Longitudinal data, Semiparametric model, Score test, Penalized spline

中图分类号: 

  • 62J20