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基于M估计的线性混合模型的局部影响分析 被引量:3

Local Influence Analysis of Mixed Effect Linear Models Based on M-Estimation
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摘要 对纵向数据的线性混合模型,用Fisher得分法得到了参数的M估计(稳健估计),给出了其渐近性质,利用影响曲率研究了M估计下的随机误差方差扰动的局部影响分析问题,并通过葡萄糖数据的实例进行了分析论证. In this paper,the Fisher scoring method is applied to get M-estimator(robust estimator)in the mixed effects linear model for longitudinal data.And its asymptotic property is given later.Then the local influence analysis of variance of the error is studied based on M-estimation.At last the method is illustrated by the grape sugar data example.
出处 《应用概率统计》 CSCD 北大核心 2012年第2期217-223,221-223,共7页 Chinese Journal of Applied Probability and Statistics
基金 国家自然科学基金(11171065) 江苏省自然科学基金(BK2011058) 盐城师范学院科研项目基金(11YCKL019)资助
关键词 M估计 线性混合模型 局部影响分析 影响曲率 M-estimation mixed effect linear model local influence analysis influence curvature
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