期刊論文
| 學年 | 81 |
|---|---|
| 學期 | 1 |
| 出版（發表）日期 | 1992-08-01 |
| 作品名稱 | Estimation of exponential regerssion parameters using binary data |
| 作品名稱（其他語言） | |
| 著者 | Cheng, K.F.; Wu, Jong-wuu |
| 單位 | 淡江大學統計學系 |
| 出版者 | Philadelphia: Taylor & Francis Inc. |
| 著錄名稱、卷期、頁數 | Communications in Statistics: Theory and Methods 21(8), pp.2203-2214 |
| 摘要 | Exponential regression model is important in analyzing data from heterogeneous populations. In this paper we propose a simple method to estimate the regression parameters using binary data. Under certain design distributions, including ellipticaily symmetric distributions, for the explanatory variables, the estimators are shown to be consistent and asymptotically normal when sample size is large. For finite samples, the new estimates were shown to behave reasonably well. They are competitive with the maximum likelihood estimates and more importantly, according to our simulation results, the cost of CPU time for computing new estimates is only 1/7 of that required for computing the usual maximum likelihood estimates. We expect the savings in CPU time would be more dramatic with larger dimension of the regression parameter space. |
| 關鍵字 | Exponential regression;least square method;binary data;maximum likelihood estimate |
| 語言 | en |
| ISSN | 0361-0926 |
| 期刊性質 | 國外 |
| 收錄於 | |
| 產學合作 | |
| 通訊作者 | Cheng, K.F.; Wu, Jong-wuu |
| 審稿制度 | |
| 國別 | USA |
| 公開徵稿 | |
| 出版型式 | 紙本 |
| 相關連結 |
機構典藏連結 ( http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/69190 ) |