固定和自适应设计下高维广义线性模型的经验似然检验  

Empirical likelihood test for high-dimensional generalized linear models with fixed and adaptive designs

作　　者：白璐 陈夏[1] BAI Lu;CHEN Xia(School of Mathematics and Information Science, Shaanxi Normal University, Xi＇an 710119, Shaanxi, China)

机构地区：[1]陕西师范大学数学与信息科学学院,陕西西安710119

出　　处：《陕西师范大学学报（自然科学版）》2018年第4期6-11,共6页Journal of Shaanxi Normal University：Natural Science Edition

基　　金：国家自然科学基金(11201276);陕西省自然科学基础研究计划(2014JQ1042);中央高校基本科研业务费专项资金(GK201503015)

摘　　要：利用经验似然方法,讨论固定设计和自适应设计下高维广义线性模型中的参数检验问题。数值计算结果表明,所构造的经验对数似然比统计量渐近于标准卡方分布,具有较稳定的真实检验水平和功效。An empirical likelihood method is considered to test the coefficients in a high-dimensional generalized linear model with fixed and adaptive designs. Numerical analysis show that the empirical log-likelihood ratio at the true parameter converges to the standard chi-square distribution, and the proposed empirical likelihood test has a very stable size with respect to the number of covariates and is powerful too.

关 键 词：广义线性模型 经验似然 高维数据 假设检验 

分 类 号：O221.1[理学—运筹学与控制论]