| 广义线性模型极大似然估计弱相合性的数值模拟 |
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| 引用本文： | 邓春亮,胡南辉.广义线性模型极大似然估计弱相合性的数值模拟[J].嘉应学院学报,2011,29(8):8-11. |
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| 作者姓名： | 邓春亮 胡南辉 |
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| 作者单位： | 嘉应学院数学学院,广东梅州,514015 |
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| 基金项目： | 嘉应学院自然科学研究项目(2011KJY09) |
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| 摘 要： | 广义线性模型是经典线性模型的自然推广,它是一类应用广泛的统计模型.选择Probit模型,利用matlab编程,通过数值模拟的方法验证了广义线性模型的极大似然估计的弱相合性.
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| 关 键 词： | 广义线性模型 极大似然估计 弱相合性Probit模型 |
Numerical Simulation of Weak Consistency of Maximum Likelihood Estimate in Generalized Linear Models |
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| DEND Chun-liang,HU Nan-hui.Numerical Simulation of Weak Consistency of Maximum Likelihood Estimate in Generalized Linear Models[J].Journal of Jiaying University,2011,29(8):8-11. |
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| Authors: | DEND Chun-liang HU Nan-hui |
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| Institution: | DEND Chun-liang,HU Nan-hui (School of Mathematics,Jiaying University,Meigzhou 514015,China) |
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| Abstract: | Generalized linear model is the natural extension of the clsssical linear model,which is a class of widely used statistical models.We choose the Probit model and verified weak consistency of maximum likelihood estimate in generalized linear models through numerical simulation with matlab programming. |
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| Keywords: | generalized linear models maximum likelihood estimation weak consistency Probit model |
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