Beta-Binomial回归模型及其应用

在成败型试验中或满意度支持率调查中,Beta-Binomial分布常被用来刻画具有偏大离差的计数型比例数据,由此提出Beta-Binomial回归模型,研究参数的最大似然估计方法并基于Newton-Raphson算法给出参数估计的迭代方法;重点讨论模型中回归参数和相关性参数存在的检验问题,提出Score检验方法并通过数值模拟研究Score检验统计量的检验功效问题;实例分析证明Beta-Binomial回归模型的有用性。

Beta-Binomial Regression and Its Application

Beta‐Binomial distribution is frequently used to describe the over‐dispersion count data in the success‐failure type test or satisfaction ratings survey problem .In this paper ,we address the Beta‐Binomial regression model ,and the maximum likelihood estimate method is investigated ,which can be implemented by the New ton‐Raphson algorithm .Furthermore ,the Score test methods are proposed to test the important covariates and the existing of the correlation parameter , and their test powers are investigated by simulations . Finally , the real data analysis is used to illustrate the usefulness of Beta‐Binomial regression model .