CAJ | 학술논문

在广义线性模型中，用随机加权法求解参数估计的渐近方差。通过推导给出随机加权参数估计与未加权参数估计的渐近分布，并且证明它们是相同的，从而可以用容易获得的随机加权估计的渐近分布去近似原参数估计的渐近分布。
재엄의선성모형중，용수궤가권법구해삼수고계적점근방차。통과추도급출수궤가권삼수고계여미가권삼수고계적점근분포，병차증명타문시상동적，종이가이용용역획득적수궤가권고계적점근분포거근사원삼수고계적점근분포。
In the generalized linear model , the randomly weighted method was applied to solve the asymptotic variance of parameter estimation .The asymptotic distribution of random weighted parameter estimation and unweighted parameter estimation were given by derivation ,and they were proven to be the same .So the easily acquired asymptotic distribution of the random weighted estimation could be used to approximate the asymptotic distribution of the original parameter estimation .