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1.
本文首先给出了由王松桂等提出的广义谱分解估计(GSDE)的定义,以及由Herderson方法得到的方差分量的方差分析估计(ANOVAE),在此基础上提出了谱和线性混合效应模型的概念,证明了在这类模型中,方差分析估计是广义谱分解估计的一种,并且考察了在一定条件下广义谱分解估计优于方差分析估计的充分条件.  相似文献   

2.
线性混合模型的未知参数分为两种,一种是固定效应,一种是方差分量对具有异方差的线性混合模型的固定效应和方差分量做谱分解估计,讨论它的有关统计性质.  相似文献   

3.
线性混合模型是一类有着广泛应用的统计模型,对其中的方差分量,常使用方差分析法来估计。本文研究了在一种特殊情况下,含三个方差分量的线性混合随机效应模型的ANOVA估计,讨论了在何种条件下此估计在均方损失下一致优于ANOVA估计。由于此方差分析估计取负值的概率大于零,用在某非负点截尾的方法给出了方差分量的非负估计,并给出了得到的估计在均方损失意义下优于截尾之前的估计的充分条件。  相似文献   

4.
将含有两个随机效应的混合模型,借助奇异值分解,等价转换成两个新模型,给出了一个固定效应的无偏估计,并指出在满足一定条件下其方差小于最小二乘估计的方差,同时证明了新模型中参数的最小二乘估计等于原模型参数的方差分析估计。  相似文献   

5.
给出含有两个方差分量的分块混合线性模型,在一定条件下讨论给出三种模型的固定效应之间的关系,以及方差分量σ21和σ2的极大似然估计。  相似文献   

6.
考虑方差分量模型,对任一可估函数,在二次损失下得到了线性可估函数在齐次估计类中的唯一的线性Minimax估计.  相似文献   

7.
在给定的权回归模型下,讨论了最小二乘估计、最优加权最小二乘估计和线性无偏最小方差估计的性能比较,得出了在随机误差方差矩阵可逆条件下,可算出最优加权最小二乘估计与线性无偏最小方差估计误差方差阵的差表达式,并在一定条件下,两者趋于一致。  相似文献   

8.
采用卫星在不同的历元时所得到的实际载波相位测量数据,得出载波相位在混合整数线性模型中的方差因子的Bayes估计结果,并根据其结果的大小,说明Bayes估计方法的可行性。  相似文献   

9.
纵向数据半参数模型估计的相合性   总被引:1,自引:1,他引:1  
考虑纵向数据半参数回归模型:Yij=XiTjβ+g(Tij)+iεj.基于最小二乘法和局部线性拟合的方法建立了模型中参数分量β,回归函数g(.)和误差方差σ2的估计,并在适当条件下证明了估计量的相合性.  相似文献   

10.
本文针对岭估计和主成分估计的不足,从模型病态的根本原因出发,将模型分解成两个线性回归模型,对参数的两部分分别采用LS估计和岭估计,从而定义了一个新的估计,即主成分—岭估计.通过研究该估计的性质,证明了在均方误差意义下,主成分—岭估计优于岭估计、0-c型岭估计和0-K型广义岭估计,从而为病态线性回归模型系数的估计提供了一种改进的技术途径.1.引言考虑线性回归模型:y=Xβ+e,E(e)=0,Cov(e)=σ2In.(1.1)  相似文献   

11.
本文主要介绍了经典统计模型的基本理论,线性模型和方差分析法的一些性质,引出了一些问题及由此引发的思考。  相似文献   

12.
非线性模型中无信息方差和协方差分量Bayes估计   总被引:1,自引:1,他引:0  
采用Bayes方法从无先验信息出发,得到了非线性模型中方差和协方差分量的估计(包含相关系数),最后通过实例解算,结果表明:非线性模型中方差和协方差分量的估计,与ρ的理论值-0.5偏差不大,当没有先验信息时,该方法是可行的.  相似文献   

13.
The inter-rater reliability of university students’ evaluations of teaching quality was examined with cross-classified multilevel models. Students (N = 480) evaluated lectures and seminars over three years with a standardised evaluation questionnaire, yielding 4224 data points. The total variance of these student evaluations was separated into the variance components of courses, teachers, students and the student/teacher interaction. The substantial variance components of teachers and courses suggest reliability. However, a similar proportion of variance was due to students, and the interaction of students and teachers was the strongest source of variance. Students’ individual perceptions of teaching and the fit of these perceptions with the particular teacher greatly influence their evaluations. This casts some doubt on the validity of student evaluations as indicators of teaching quality and suggests that aggregated evaluation scores should be used with caution.  相似文献   

14.
采用同时蒸馏萃取法与水蒸气蒸馏法提取烟草中挥发性成分并用气相色谱-质谱(GC/MS)法分别确认其化学成分,其中主要成分为尼古丁.用气相色谱法测定烟草中尼古丁的含量.尼古丁含量在0.446 4~0.892 8 mg/mL范围内与峰面积呈良好线性关系,回归方程为:A=61 670 M-2 894.8,相关系数为0.998 6,回收率为99.83%.  相似文献   

15.
This article traces the evolution of a quest for solving the problems involved in the analysis of multilevel data and the estimation of the value added effects of schools in influencing educational outcomes. The authors report the findings of two studies that followed several cohorts of students that were tested at two grade levels (Grade 3 and Grade 5) and at three grade levels (Grade 3, 5, and 7) respectively with basic skills tests of literacy and numeracy in a single school system. The tests were calibrated using Rasch scaling and equated using concurrent equating procedures for approximately 8000 students in 440 schools. Hierarchical linear modelling was employed in the analysis with different multilevel models used in the two studies to assess relative and absolute change in performance respectively. The findings of these studies show that with different regression models and different variables taken into consideration there are very different estimates of the variance between schools and under some circumstances the residual variance between schools is very small. Research is clearly needed into the procedures of analysis and the different value added effects that could and should be employed.  相似文献   

16.
变系数模型是由古典的线性模型发展而来,它们可以很好地检验函数系数随着协变量的变化程度.本文用PLR提出了变系数模型的误差方差的估计,并研究了它的渐近正态性,进一步用一个模拟例子来说明估计的结果是有效的.  相似文献   

17.
This paper discussed a multiple linear regression approach to the evaluation of instructional strategies in science. A treatment by levels experimental design and the methods required for forming and solving research problems associated with it were described. Two methods of college biology instruction, the Audio-Tutorial and conventional techniques, were compared in terms of promoting achievement. Methods for making comparisons between the two treatments in the form of linear models were discussed. Interpreting regression solutions to linear models was also presented. The principles expressed in this paper can be applied to other research problems as an effective alternative to the two-way analysis of variance.  相似文献   

18.
Stochastic differential equation (SDE) models are a promising method for modeling intraindividual change and variability. Applications of SDEs in the social sciences are relatively limited, as these models present conceptual and programming challenges. This article presents a novel method for conceptualizing SDEs. This method uses structural equation modeling (SEM) conventions to simplify SDE specification, the flexibility of SEM to expand the range of SDEs that can be fit, and SEM diagram conventions to facilitate the teaching of SDE concepts. This method is a variation of latent difference scores (McArdle, 2009; McArdle & Hamagami, 2001) and the oversampling approach (Singer, 2012), and approximates the advantages of analytic methods such as the exact discrete model (Oud & Jansen, 2000) while retaining the modeling fiexibility of methods such as latent differential equation modeling (Boker, Neale, & Rausch, 2004). A simulation and empirical example are presented to illustrate that this method can be implemented on current computing hardware, produces good approximations of analytic solutions, and can flexibly accommodate novel models.  相似文献   

19.
Little is known about literacy skills of an important adult population: educationally and economically disadvantaged young adults. This exploratory study used principal components analysis of 33 measures of reading subskills, spelling, maths, memory and other cognitive processes among 335 at‐risk 16‐ to 24‐year‐olds enrolled in a career and technical education programme. The analysis yielded a five‐component model explaining 69% of the variance in the data. Most of this variance was attributed to two components: element and word skills (including spelling) and language comprehension (including vocabulary). Using these components, models predicting two performance criterion measures yielded different results. A model using all five components predicted 51% of functional reading measured by the Comprehensive Adult Student Assessment System. A three‐component model with element and word skills, language comprehension and processing speed predicted 55% of variance in reading comprehension measured by the Test of Adult Basic Education. Implications of these findings for further research are discussed.  相似文献   

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