带寿命数据非线性随机效应模型的置信域(英文)  

On Confidence Region of Nonlinear Models for Failure Time Data

作　　者：宗序平[1] 

机构地区：[1]扬州大学数学科学学院

出　　处：《应用概率统计》2010年第3期299-308,共10页Chinese Journal of Applied Probability and Statistics

基　　金：supported by National Science Plan (2007BAC29B01)

摘　　要：本文对带寿命数据非线性随机效应模型,建立了微分几何框架,推广了Bates & Wates关于非线性模型几何结构.在此基础上,我们导出了关于固定效应参数和子集参数的置信域的曲率表示,这些结果是Bates and Wates(1980),Hamilton(1986)和Wei(1998)等的推广.This paper proposes a differential geometric framework for nonlinear models for Failure Time Data. The framework may be regarded as an extension of that presented by Bates ＆ Wates for nonlinear regression models. As an application, we use this geometric framework to derive three kinds of improved approximate confidence regions for parameter and subset parameter in terms of curvatures. Several results such as Bates and Wates （1980）, Hamilton （1986） and Wei （1998） are extended to our models.

关 键 词：置信域 曲率立体阵 Fisher信息 Score函数 非线性模型. 

分 类 号：O212.1[理学—概率论与数理统计]