[1] Xu Weijuan, Lin Jinguan,. Diagnostics in generalized nonlinear modelsbased on maximum Lqq-likelihood estimation [J]. Journal of Southeast University (English Edition), 2013, 29 (1): 106-110. [doi:10.3969/j.issn.1003-7985.2013.01.022]
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Diagnostics in generalized nonlinear modelsbased on maximum Lqq-likelihood estimation(
)
)Journal of Southeast University (English Edition)[ISSN:1003-7985/CN:32-1325/N]
- Volumn:
- 29
- Issue:
- 2013 1
- Page:
- 106-110
- Research Field:
- Mathematics, Physics, Mechanics
- Publishing date:
- 2013-03-20
Info
- Title:
- Diagnostics in generalized nonlinear modelsbased on maximum Lqq-likelihood estimation
- Author(s):
- Xu Weijuan; Lin Jinguan
- Department of Mathematics, Southeast University, Nanjing 211189, China
- Keywords:
- maximum Lqq-likelihood estimation; generalized nonlinear regression model; case-deletion model; generalized Cook distance; likelihood distance; difference of deviance
- PACS:
- O212.4
- DOI:
- 10.3969/j.issn.1003-7985.2013.01.022
- Abstract:
- In order to detect whether the data conforms to the given model, it is necessary to diagnose the data in the statistical way. The diagnostic problem in generalized nonlinear models based on the maximum Lqq-likelihood estimation is considered. Three diagnostic statistics are used to detect whether the outliers exist in the data set. Simulation results show that when the sample size is small, the values of diagnostic statistics based on the maximum Lqq-likelihood estimation are greater than the values based on the maximum likelihood estimation. As the sample size increases, the difference between the values of the diagnostic statistics based on two estimation methods diminishes gradually. It means that the outliers can be distinguished easier through the maximum Lqq-likelihood method than those through the maximum likelihood estimation method.
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Memo
- Memo:
-
Biographies: Xu Weijuan(1977—), female, graduate; Lin Jinguan(corresponding author), male, doctor, professor, jglin@seu.edu.cn.
Foundation items: The National Natural Science Foundation of China(No.11171065), the Natural Science Foundation of Jiangsu Province(No.BK2011058).
Citation: Xu Weijuan, Lin Jinguan.Diagnostics in generalized nonlinear models based on maximum Lqq-likelihood estimation[J].Journal of Southeast University(English Edition), 2013, 29(1):106-110.[doi:10.3969/j.issn.1003-7985.2013.01.022]