基于经验似然的部分线性模型的统计诊断

Diagnostic Measures for Partial Linear Models Based on Empirical Likelihood Method

  • 摘要: 经验似然方法已经被广泛应用于许多模型的统计推断. 本文基于经验似然对部分线性模型进行统计诊断. 首先给出模型的估计方程, 进而得到模型参数的极大经验似然估计; 其次, 基于经验似然研究了三种不同的影响曲率; 最后通过随机模拟和实例分析, 说明了统计诊断方法的有效性

     

    Abstract: The empirical likelihood method has been extensively applied to many models of statistical inference. This paper is based on empirical likelihood for partial linear models for statistical diagnosis. First, the estimating equations of the model are given and the maximum empirical likelihood estimates of the parameters are obtained; then, based on empirical likelihood method, the three different measures of influence curvatures are studied; last, stochastic simulation and data analysis are given to illustrate the validity of statistical diagnostic measures

     

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