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评估指数族非线性模型中正态近似精度的诊断方法

Diagnostics for Assessing the Accuracy of Normal Approximations in Exponential Family Nonlinear Models

Journal of the American Statistical Association · 1990
被引 2
ABS 4

中文导读

研究了评估指数族非线性模型中似然置信域与标准大样本置信域一致性的诊断方法,连接了轮廓方法、曲率度量和逻辑回归诊断,并用实例说明。

Abstract

Abstract Diagnostics are investigated for assessing the agreement between likelihood and standard large-sample confidence regions for parameters from an exponential family nonlinear model (Cordeiro and Paula 1989). The development connects the contour methods proposed by Hodges (1985, 1987) with the curvature measures for normal, nonlinear regression proposed by Bates and Watts (1980) and Jennings's (1982, 1986) diagnostics for logistic regression. The proposed methodology is illustrated with several examples. Key Words: Exponential family nonlinear modelsLogistic regressionNonlinear regressionParameter-effects curvature

指数族非线性模型非线性回归逻辑回归曲率度量置信区间