基于M估计的具有一致相关线性混合效应模型中相关系数的齐性检验  

Testing for Correlation Coefcients in Uniform Correlation Longitudinal Mixed Efect Linear Models Based on M-estimation

作　　者：孙慧慧[1] 

机构地区：[1]盐城师范学院数学科学学院,盐城224002

出　　处：《应用概率统计》2013年第5期469-479,共11页Chinese Journal of Applied Probability and Statistics

基　　金：国家自然科学基金(11171065;11202180);江苏省自然科学基金(2011058)资助

摘　　要：本文对纵向数据的线性混合效应模型,用Fisher Scoring方法得到了参数的M估计(稳健估计),研究了M估计下一致相关系数的齐性检验问题,并对检验统计量的功效进行了模拟,最后通过葡萄糖数据的实例说明了本文方法的有效性.In this paper, the Fisher scoring method is applied to get M-estimator （robust estimator） in the mixed effects linear model for longitudinal data. The score tests for correlation coefficients in the model with uniform correlation covariance structure based on M-estimator are also studied. Then the properties of test statistics are investigated through Monte Carlo simulations. At last, the methods and properties are illustrated by the grape sugar data example.

关 键 词：M估计 纵向数据 一致相关性 SCORE检验 

分 类 号：O212.2[理学—概率论与数理统计]