统计研究 ›› 2009, Vol. 26 ›› Issue (8): 102-112.

• 论文 • 上一篇    

广义部分线性单指数模型的惩罚样条估计

刘静等   

  • 收稿日期:1900-01-01 修回日期:1900-01-01 出版日期:2009-08-15 发布日期:2009-08-15

Penalized Splines Estimation for Generalized Partially Linear Single-Index Models

  • Received:1900-01-01 Revised:1900-01-01 Online:2009-08-15 Published:2009-08-15

摘要: 本文讨论了指数族广义部分线性单指数模型(Generalized Partially Linear Single Index Models, GPLSIM) 的惩罚样条迭代估计,提出了基于惩罚似然和一组预先取定的单指数参数向量 的初始估计的迭代估计算法。另外本文还通过一组模拟数据的分析对所提出的迭代算法进行了验证。

关键词: 广义部分线性单指数模型, 惩罚样条, 惩罚似然

Abstract: In this paper we discuss the penalized splines estimation of the generalized partially linear single index models and propose an iterative algorithm based on penalized likelihood. 

Key words: Generalized Partially Linear Single Index Models, Penalized Splines, Penalized Likelihood