非参数面板计数数据模型估计量的比较  

Comparison of Estimators Under Nonparametric Panel Count Data Model

作　　者：秦飞 俞章盛 Qin Fei;Yu Zhangsheng(School of Life Sciences anrl Biotechnology,Shanghai Jiaotong University,Shanghai 200240,China)

机构地区：[1]上海交通大学生命科学技术学院,上海200240

出　　处：《统计与决策》2021年第19期15-20,共6页Statistics & Decision

基　　金：国家自然科学基金资助项目(11671256)。

摘　　要：文章构建了面板计数数据模型的伪似然和全似然函数,发现在这两种似然下,对模型中非负的基线函数本身和其对数形式分别用样条估计而得到的估计量的准确性及计算时间存在很大区别;发现在编写较复杂的全似然函数代码时,通过对所有个体的样条基函数矩阵进行转换处理能够避免重复运算,从而大大减少计算时间。伪似然下对基线函数的对数用样条估计而得到的估计量最好。该方法应用到小儿哮喘研究后的结果揭示了IL5的非参数效应。This paper constructs the pseudo-likelihood and full-likelihood functions under a nonparametric panel count data model, finding that there is a great difference in the accuracy and computation time of estimators for the non-negative baseline function and its logarithmic form in the model respectively estimated by spline under the two likelihoods, that the repetitive operation can be avoided by converting all individual spline basis function matrices when writing complex code of full likelihood functions, thus greatly reducing the calculation time, that using a spline to estimate the logarithm of the baseline function under pseudo-likelihood gives the best estimator, and that the nonparametric effect of IL5 is revealed when the method is applied to the study of pediatric asthma.

关 键 词：面板计数数据 非参数模型 样条估计 伪似然 全似然 

分 类 号：O212.7[理学—概率论与数理统计]