具有线性约束系数的多元线性回归的包络

IF 1 4区 数学 Q3 STATISTICS & PROBABILITY
Dennis Cook, Liliana Forzani, Lan Liu
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引用次数: 1

摘要

约束多元线性模型是指其系数矩阵列约束在已知子空间中的多元线性模型。这类模型包括那些通常用于研究增长曲线和纵向数据的模型。为了提高无约束多元线性模型的估计效率,已经提出了包络方法,但对于有约束模型尚未发展起来。我们将在本文中探讨这一发展。我们首先比较了标准包络估计量和由约束多元模型产生的标准估计量在偏差和效率方面。为了进一步提高效率,我们提出了一种新的基于约束多元模型的包络估计器。我们通过模拟和研究益生菌减少沙门氏菌感染的能力来证明我们的建议的优势。这篇文章受版权保护。版权所有。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Envelopes for multivariate linear regression with linearly constrained coefficients
Abstract A constrained multivariate linear model is a multivariate linear model with the columns of its coefficient matrix constrained to lie in a known subspace. This class of models includes those typically used to study growth curves and longitudinal data. Envelope methods have been proposed to improve the estimation efficiency in unconstrained multivariate linear models, but have not yet been developed for constrained models. We pursue that development in this article. We first compare the standard envelope estimator with the standard estimator arising from a constrained multivariate model in terms of bias and efficiency. To further improve efficiency, we propose a novel envelope estimator based on a constrained multivariate model. We show the advantage of our proposals by simulations and by studying the probiotic capacity to reduced Salmonella infection. This article is protected by copyright. All rights reserved.
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来源期刊
Scandinavian Journal of Statistics
Scandinavian Journal of Statistics 数学-统计学与概率论
CiteScore
1.80
自引率
0.00%
发文量
61
审稿时长
6-12 weeks
期刊介绍: The Scandinavian Journal of Statistics is internationally recognised as one of the leading statistical journals in the world. It was founded in 1974 by four Scandinavian statistical societies. Today more than eighty per cent of the manuscripts are submitted from outside Scandinavia. It is an international journal devoted to reporting significant and innovative original contributions to statistical methodology, both theory and applications. The journal specializes in statistical modelling showing particular appreciation of the underlying substantive research problems. The emergence of specialized methods for analysing longitudinal and spatial data is just one example of an area of important methodological development in which the Scandinavian Journal of Statistics has a particular niche.
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