[1]张涛,章溢.纵向数据测量误差模型的2次统计推断[J].江西师范大学学报(自然科学版),2015,(04):360-364.
 ZHANG Tao,ZHANG Yi.The Quadratic Inference Functions in Measurement Error Model for Longitudinal Data[J].Journal of Jiangxi Normal University:Natural Science Edition,2015,(04):360-364.
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纵向数据测量误差模型的2次统计推断()
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《江西师范大学学报》(自然科学版)[ISSN:1006-6977/CN:61-1281/TN]

卷:
期数:
2015年04期
页码:
360-364
栏目:
出版日期:
2015-07-01

文章信息/Info

Title:
The Quadratic Inference Functions in Measurement Error Model for Longitudinal Data
作者:
张涛;章溢
中国社会科学院金融研究所,北京 100028; 兴业银行博士后工作站,福建 福州 350001;江西师范大学计算机信息工程学院,江西 南昌,330022
Author(s):
ZHANG Tao;ZHANG Yi
关键词:
纵向数据测量误差QIF方法
Keywords:
longitudinal datameasurement errorQIF method
分类号:
O212
文献标志码:
A
摘要:
考虑纵向数据的线性误差模型,其中协变量含有测量误差。使用2次函数推断方法得到回归参数的估计,证明所得到的估计渐近地服从正态分布;对参数的假设检验问题,证明所得统计量渐近地服从χ2分布,并通过数值模拟讨论方法的有限样本性质。最后,该方法被用于1组艾滋病数据的实证分析中。
Abstract:
A linear model for longitudinal data with continuous responses and error-prone covariates via quadratic in-ference functions methods is considered. Asymptotic normality of the parameter estimators is established by quadratic inference functions. In order to testing interested parameter,the statistic that proposed asymptotically follows a chi-squared distribution. The finite-sample properties of the procedures are studied through Monte Carlo simulations. At last,an application to a longitudinal study is used to illustrate the procedure developed here.

参考文献/References:

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备注/Memo

备注/Memo:
国家自然科学基金(71361015);江西省自然科学基金(20142BAB201013);江西师范大学青年成长基金(004796)
更新日期/Last Update: 1900-01-01