کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
1150778 | 957991 | 2006 | 29 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
Quasi-likelihood estimation for GLM with random scales
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کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
ریاضیات کاربردی
پیش نمایش صفحه اول مقاله
![عکس صفحه اول مقاله: Quasi-likelihood estimation for GLM with random scales Quasi-likelihood estimation for GLM with random scales](/preview/png/1150778.png)
چکیده انگلیسی
This paper uses random scales similar to random effects used in the generalized linear mixed models to describe “inter-location” population variation in variance components for modeling complicated data obtained from applications such as antenna manufacturing. Our distribution studies lead to a complicated integrated extended quasi-likelihood (IEQL) for parameter estimations and large sample inference derivations. Laplace's expansion and several approximation methods are employed to simplify the IEQL estimation procedures. Asymptotic properties of the approximate IEQL estimates are derived for general structures of the covariance matrix of random scales. Focusing on a few special covariance structures in simpler forms, the authors further simplify IEQL estimates such that typically used software tools such as weighted regression can compute the estimates easily. Moreover, these special cases allow us to derive interesting asymptotic results in much more compact expressions. Finally, numerical simulation results show that IEQL estimates perform very well in several special cases studied.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Statistical Planning and Inference - Volume 136, Issue 2, 1 February 2006, Pages 401-429
Journal: Journal of Statistical Planning and Inference - Volume 136, Issue 2, 1 February 2006, Pages 401-429
نویسندگان
Jye-Chyi Lu, Di Chen, Weixing Zhou,