杂项:参数冗余模型中的估计

Miscellanea. Estimation in parameter-redundant models

Biometrika · 1998
被引 59
ABS 4

中文导读

研究了参数冗余模型中似然面沿平坦脊线最大化的问题,提出通过计算导数矩阵及其零空间来确定指数族模型中哪些参数组合可估计,并用房室模型和环恢复分析示例说明。

Abstract

The likelihood surface resulting from a parameter-redundant stochastic model is maximised along a completely flat ridge. This ridge may be orthogonal to some parameter axes, so that these parameters have unique maximum likelihood estimates. For exponential-family models, we show how to determine which parameter combinations are estimable. The approach requires the calculation of a derivative matrix and the determination of its null space, both of which are readily achieved in computer algebra packages. Illustrative examples are drawn from the areas of compartment modelling and ring-recovery analysis.

统计学参数估计指数族极大似然估计计算代数