丁帮俊. 变量为区间截断数据时回归模型的参数估计[J]. 应用概率统计, 2012, 28(2): 143-149.
引用本文: 丁帮俊. 变量为区间截断数据时回归模型的参数估计[J]. 应用概率统计, 2012, 28(2): 143-149.
Ding Bangjun. Regression Model with an Interval-Censored Data Covariant[J]. Chinese Journal of Applied Probability and Statistics, 2012, 28(2): 143-149.
Citation: Ding Bangjun. Regression Model with an Interval-Censored Data Covariant[J]. Chinese Journal of Applied Probability and Statistics, 2012, 28(2): 143-149.

变量为区间截断数据时回归模型的参数估计

Regression Model with an Interval-Censored Data Covariant

  • 摘要: 在假设自变量X的分布为离散未知分布且样本为区间截断数据而因变量Y是可观察的情况下, 利用EM方法得到了回归参数的极大似然估计, 在一定的条件下估计量的分布为渐近正态的

     

    Abstract: A likelihood approach, together with a EM-type algorithm,to jointly estimate the regression coefficient as well as the marginal distribution of the covariant in regression model with an interval-censored data covariant is developed. Under certain conditions the procedures are convergent, and the resulting estimators are asymptotically normal.

     

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