| 带协变量的负二项回归模型中离散参数估计的研究 |
| |
| 引用本文： | 李 可,黄介武,常国艳.带协变量的负二项回归模型中离散参数估计的研究[J].经济数学,2017(4):79-84. |
| |
| 作者姓名： | 李 可 黄介武 常国艳 |
| |
| 作者单位： | (1.贵州民族大学数据科学与信息工程学院，贵州 贵阳 550025; 2.苏发怒冯大学教育学院，老挝 琅勃拉邦 06000) |
| |
| 摘 要： | 针对带协变量的负二项回归模型中离散参数估计问题，推广了极大似然估计和Bootstrap极大似然估计方法，并在绝对偏差的意义下，通过模拟研究和实际数据分析研究了估计的优良性.研究结果表明协变量和样本量均对离散参数估计有影响.
|
| 关 键 词： | 负二项回归模型 离散参数 极大似然估计 Bootstrap 极大似然估计 绝对偏差 |
Study on the Dispersion Parameter Estimation in the Negative Binomial Regression Model with Covariates |
| |
| XAYCHALERN Kongkeo,HUANG Jiewu,CHANG Guoyan.Study on the Dispersion Parameter Estimation in the Negative Binomial Regression Model with Covariates[J].Mathematics in Economics,2017(4):79-84. |
| |
| Authors: | XAYCHALERN Kongkeo HUANG Jiewu CHANG Guoyan |
| |
| Affiliation: | (1. College of Data Science and Information Engineering, Guizhou Minzu University, Guizhou, Guiyang 550025, China;2. Faculty of Education, Souphanouvong University, Luangprabang 06000, Laos) |
| |
| Abstract: | This paper extends the maximum likelihood and bootstrap maximum likelihood methods for dispersion parameter estimation in the negative binomial regression model with covariates. By a Monte Carlo simulation study and a real data analysis, the superiority of the proposed estimators is compared. Furthermore, the influence of covariates and sample size on the estimators of the dispersion parameter is found. |
| |
| Keywords: | Negative binomial regression model dispersion parameter maximum likelihood estimator bootstrap maximum likelihood estimator absolute bias |
|
| 点击此处可从《经济数学》浏览原始摘要信息 |
|
点击此处可从《经济数学》下载全文 |
