| 引用本文： |
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肖泽青,王健发.广义线性模型中极大拟似然估计的弱相合性[J].广西科学,2011,18(4):339-341,344. [点击复制]
- XIAO Ze-qing,WANG Jian-fa.Weak Consistency of Quasi-Maximum Likelihood Estimate in Generalized Linear Models[J].Guangxi Sciences,2011,18(4):339-341,344. [点击复制]
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| 摘要: |
| 在λn=O (λn)及其它正则条件满足时,用压缩映射原理证明一般联系函数多维广义线性模型的极大拟似然估计(MQLE)的弱相合性,将误差为独立序列的情形推广到相依序列,其中λn (λn)为矩阵Sn=∑i=1n XiXiT的最大(最小)特征根. |
| 关键词: 广义线性模型 拟似然估计 弱相合性 |
| DOI： |
| 投稿时间：2011-04-30 |
| 基金项目:国家自然科学基金项目(11061002)资助 |
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| Weak Consistency of Quasi-Maximum Likelihood Estimate in Generalized Linear Models |
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XIAO Ze-qing, WANG Jian-fa
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| (School of Mathematics and Information Sciences, Guangxi University, Nanning, Guangxi, 530004, China) |
| Abstract: |
| Under the assumption of λn=O (λn) or some other regular conditions, the weak consistency of quasi-likelihood equation was proven in a generalized linear model with q×1 responses, bounded and fixed p×q regressors Xi and general link function by means of the contractive mappings, and the error was extended to the dependent sequence from the independent sequence.Thereinto, λn (λn)denotes the largest (smallest) eigenvalue of the matrix Sn=∑i=1n XiXiT. |
| Key words: generalized linear model maximum quasi-likelihood estimator weak consistency |
