首页 | 本学科首页   官方微博 | 高级检索  
     


Empirical likelihood for generalized linear models with fixed and adaptive designs
Authors:Li Yan
Affiliation:College of Mathematics and Information Science, Shaanxi Normal University, Xi'an 710062, People's Republic of China
Abstract:Empirical likelihood inference for generalized linear models with fixed and adaptive designs is considered. It is shown that the empirical log-likelihood ratio at the true parameters converges to the standard chi-square distribution. Furthermore, we obtain the maximum empirical likelihood estimate of the unknown parameter and the resulting estimator is shown to be asymptotically normal. Some simulations are conducted to illustrate the proposed method.
Keywords:generalized linear models  empirical likelihood  confidence regions  coverage probability  maximum empirical likelihood estimate
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号