基于M估计的指数相关非线性混合效应模型的齐性检验(英文)  

Testing for Homogeneity of Exponential Correlation Nonlinear Mixed Models Based on M-estimation

作　　者：孙慧慧 林金官 SUN HuiHui;LIN JinGuan(School of Mathematics and Statistics,Yancheng Teachers University,Yancheng,224002,China;School of Science,Nanjing Audit University,Nanjing,211815,China)

机构地区：[1]盐城师范学院数学与统计学院 [2]南京审计大学理学院

出　　处：《应用概率统计》2018年第2期156-168,共13页Chinese Journal of Applied Probability and Statistics

基　　金：supported by the National Statistical Science Research Project of China Foundation(Grant Nos.2014LZ14;2015LZ27);the National Social Science Foundation of China(Grant No.17BTJ026)

摘　　要：方差和相关系数的齐性是纵向数据分析中常用假设之一,然而,这些假设未必合适.本文主要研究的是具有指数相关结构的纵向数据非线性混合效应模型,首先将Huber函数引入模型的对数似然函数中,利用Fisher得分迭代法得到模型参数的稳健估计(M估计),然后基于M估计对模型的方差和相关系数的齐性进行了Score检验,并给出了检验统计量的Monte-Carlo模拟结果.最后用一个实例说明了本文的方法.Homogeneity of variance and correlation coecients is one of assumptions in the analysis of longitudinal data.However,the assumption can be challenged.In this paper,we mainly propose and analyze nonlinear mixed effects models for longitudinal data with exponential correlation covariance structure,intend to introduce Huber's function in the log likelihood function and get robust estimation(M-estimation)by Fisher scoring method.Score test statistics for homogeneity of variance and correlation coefficient based on M-estimation are then studied.A simulation study is carried to assess the performance of test statistics and the method we proposed in the paper is illustrated by an actual data example.

关 键 词：非线性混合模型 指数相关 M估计 假设检验 

分 类 号：O212.2[理学—概率论与数理统计]