孙慧慧. 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[J]. 应用概率统计, 2013, 29(5): 469-479.
引用本文: 孙慧慧. 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[J]. 应用概率统计, 2013, 29(5): 469-479.
Sun Huihui. Testing for Correlation Coefficients in Uniform Correlation Longitudinal Mixed Effect Linear Models Based on M-estimation[J]. Chinese Journal of Applied Probability and Statistics, 2013, 29(5): 469-479.
Citation: Sun Huihui. Testing for Correlation Coefficients in Uniform Correlation Longitudinal Mixed Effect Linear Models Based on M-estimation[J]. Chinese Journal of Applied Probability and Statistics, 2013, 29(5): 469-479.

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 Coefficients in Uniform Correlation Longitudinal Mixed Effect Linear Models Based on M-estimation

  • 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.

     

    Abstract: 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.

     

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