应用概率统计
應用概率統計
응용개솔통계
CHINESE JOURNAL OF APPLIED PROBABILITY AND STATISTICS
2011年
4期
399-409
,共11页
均值方差模型%拟合优度检验%稳健偏差
均值方差模型%擬閤優度檢驗%穩健偏差
균치방차모형%의합우도검험%은건편차
Mean and covariance structure model%goodness-of-fit%robust deviance
均值方差模型广泛应用于行为、教育、医学、社会和心理学的研究.经典的极大似然估计对于异常点和分布扰动易受影响.本文基于目标函数最小化给出稳健估计,并基于稳健偏差提出模型拟合.
均值方差模型廣汎應用于行為、教育、醫學、社會和心理學的研究.經典的極大似然估計對于異常點和分佈擾動易受影響.本文基于目標函數最小化給齣穩健估計,併基于穩健偏差提齣模型擬閤.
균치방차모형엄범응용우행위、교육、의학、사회화심이학적연구.경전적겁대사연고계대우이상점화분포우동역수영향.본문기우목표함수최소화급출은건고계,병기우은건편차제출모형의합.
Mean and covariance structure model is widely applied in behavioral,educational,medical,social and psychological research.The classic maximum likelihood estimate is vulnerable to outliers and distributional deviation.In this paper,robust estimate based on minimizing the objective function is proposed,and M-ratio test based on the robust deviance is suggested to assess the model fit.Empirical results are illustrated by a real example.
