摘要
应用随机系数化方法对纵向数据的Poisson-Gamma回归模型进行了研究,采用Laplace展开方法得到了关于响应变量的近似似然函数并得到模型系数的随机性检验的Score统计量.通过Monte Carlo模拟分析了检验的渐近功效.最后把得到的检验统计量应用到具体的数值实例分析中说明其有效性.
A random coffecient method for studying the Poisson-Gamma model with longitudinal data is given in this paper.Because the coefficient distribution is unknown,the Laplace method is applied to get the asymptotic likelihood function and the Score statistic for testing random coefficient. The asymptotic sizes and powers are investigated through Monte Carlo simulations.At the end of this paper,a numerical example is given to show the validity of the test statistics.
出处
《高校应用数学学报（A辑）》
CSCD
北大核心
2008年第2期181-187,共7页
Applied Mathematics A Journal of Chinese Universities(Ser.A)
基金
国家自然科学基金(10671032)
