当样本容量和聚类容量较大时，$C_p$类型准则在GEE模型选择中的渐近偏差

IF 0.5 4区数学 Q3 MATHEMATICS

Hiroshima Mathematical Journal Pub Date : 2020-07-01 DOI:10.32917/hmj/1595901629

Tomoharu Sato

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引用次数: 0

摘要

摘要。本文研究了广义估计方程(GEE)方法在样本和聚类较大时模型选择的C - p型准则的渐近偏差。给出了GEE估计量的渐近性质和模型选择准则。然后，我们给出了PMSEG渐近偏差的阶数(预测均方根误差)。

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Asymptotic bias of $C_p$ type criterion for model selection in the GEE when the sample size and the cluster sizes are large

A bstract . In this paper, we evaluate the asymptotic bias of C p type criterion for model selection in the GEE (generalized estimating equation) method when the sample and cluster sizes are large. We present the asymptotic properties of GEE estimator and the model selection criterion. Then, we present the order of the asymptotic bias of PMSEG (the prediction mean squared error in the GEE).

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来源期刊

Hiroshima Mathematical Journal 数学-数学

CiteScore

0.60

自引率

0.00%

发文量

审稿时长

>12 weeks

期刊介绍： Hiroshima Mathematical Journal (HMJ) is a continuation of Journal of Science of the Hiroshima University, Series A, Vol. 1 - 24 (1930 - 1960), and Journal of Science of the Hiroshima University, Series A - I , Vol. 25 - 34 (1961 - 1970). Starting with Volume 4 (1974), each volume of HMJ consists of three numbers annually. This journal publishes original papers in pure and applied mathematics. HMJ is an (electronically) open access journal from Volume 36, Number 1.