一类零膨胀半参数混合效应模型的惩罚似然估计

Penalized Likelihood Estimation of a Class of Zero-Inflated Semiparametric Mixed-Effect Model

  • 摘要: 本文将半参数线性混合效应模型推广应用到一类具有零膨胀的纵向数据或集群数据的研究中, 提出了一类新的半参数混合效应模型, 然后利用广义交叉核实法选取光滑参数, 通过最大惩罚似然函数方法与EM算法给出了模型参数部分与非参数部分的估计方法, 最后, 通过模拟和实例说明了本文方法的有效性.

     

    Abstract: In this paper, we consider an extension of semiparametric linear mixed-effect model to a class of longitudinal data or clustered data with zero-inflation and propose a novel semiparametric mixed model. Based on the maximum penalized likelihood estimation and EM algorithm, we give a method for our proposed model which may estimate both of the parameters and nonparameters simultaneously. In the method, we use GCV to choose the smoothing parameter.Finally, we study a simulation analysis and one real data set to illustrate the proposed method.

     

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