应用概率统计
應用概率統計
응용개솔통계
CHINESE JOURNAL OF APPLIED PROBABILITY AND STATISTICS
2013年
5期
515-530
,共16页
纵向数据%模型选择%伪似然%经验似然
縱嚮數據%模型選擇%偽似然%經驗似然
종향수거%모형선택%위사연%경험사연
Longitudinal data%model selection%pseudolikelihood%empirical likelihood
在本文中,我们比较了广义估计方程中相关阵基于高斯伪似然、修正的高斯伪似然和经验似然的选择方法。通过大量的模拟研究,我们发现修正的高斯伪似然方法优于其他两种方法。对二项离散模型,经验似然方法在选择可交换相关结构时有更好的表现。最后,通过两个实例分析,进一步分析了各个选择方法之间的优劣性。
在本文中,我們比較瞭廣義估計方程中相關陣基于高斯偽似然、脩正的高斯偽似然和經驗似然的選擇方法。通過大量的模擬研究,我們髮現脩正的高斯偽似然方法優于其他兩種方法。對二項離散模型,經驗似然方法在選擇可交換相關結構時有更好的錶現。最後,通過兩箇實例分析,進一步分析瞭各箇選擇方法之間的優劣性。
재본문중,아문비교료엄의고계방정중상관진기우고사위사연、수정적고사위사연화경험사연적선택방법。통과대량적모의연구,아문발현수정적고사위사연방법우우기타량충방법。대이항리산모형,경험사연방법재선택가교환상관결구시유경호적표현。최후,통과량개실례분석,진일보분석료각개선택방법지간적우렬성。
In this paper, we compare two modified Gaussian pseudolikelihood criteria (GPCs) with ex-isting Gaussian pseudolikelihood criterion and empirical likelihood based criteria to choose the working correlation matrix in generalized estimating equations approach. Rich simulation studies are conducted to investigate the performance of these criteria under a range of model settings. The results show that the modified criteria outperform the original GPC and empirical likelihood based criteria in most cases in terms of selection accuracy. Empirical likelihood based criteria perform better to identify exchangeable structure in data with binary response. In the end, these criteria are applied to epilepsy seizure and Madras longitudinal schizophrenia study clinical data sets analysis.