摘要
本文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,研究了M估计下异方差的Score检验问题,并对检验统计量的功效进行了模拟,最后通过葡萄糖数据的实例说明了本文方法的有效性。
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. The score tests for heteroscedastic errors based on M-estimator are also studied. Then the properties of test statistics are investigated through Monte Carlo simulations. At last, the methods and properties are illustrated by the grape sugar data example.
出处
《数理统计与管理》
CSSCI
北大核心
2013年第4期646-657,共12页
Journal of Applied Statistics and Management
关键词
M估计
纵向数据
异方差
SCORE检验
M-estimation, longitudinal data, heteroscedastic errors, score test
