面板計(jì)數(shù)數(shù)據(jù)的統(tǒng)計(jì)推斷
發(fā)布時(shí)間:2018-03-22 09:04
本文選題:面板計(jì)數(shù)數(shù)據(jù) 切入點(diǎn):復(fù)發(fā)事件 出處:《吉林大學(xué)》2016年博士論文 論文類型:學(xué)位論文
【摘要】:面板計(jì)數(shù)數(shù)據(jù)在近年來(lái)引起了統(tǒng)計(jì)學(xué)者的廣泛關(guān)注,這類數(shù)據(jù)經(jīng)常出現(xiàn)在醫(yī)學(xué),經(jīng)濟(jì)學(xué),人口學(xué),社會(huì)學(xué)等研究領(lǐng)域中.本文主要研究了面板計(jì)數(shù)數(shù)據(jù)的假設(shè)檢驗(yàn)與回歸分析問(wèn)題.首先,我們研究了具有不相同觀測(cè)過(guò)程的面板計(jì)數(shù)數(shù)據(jù)的假設(shè)檢驗(yàn)問(wèn)題,我們提出了一類新的假設(shè)檢驗(yàn)方法,并證明了檢驗(yàn)統(tǒng)計(jì)量的漸近正態(tài)性.其次,我們考慮了面板計(jì)數(shù)數(shù)據(jù)與區(qū)間刪失數(shù)據(jù)的聯(lián)合回歸分析問(wèn)題,這里我們使用Sieve極大似然估計(jì)方法給出了回歸參數(shù)的估計(jì),并通過(guò)利用Bernstein多項(xiàng)式逼近未知函數(shù)的辦法來(lái)簡(jiǎn)化問(wèn)題.此時(shí)得到的估計(jì)量具有相合性與漸近正態(tài)性.最后我們考慮了在加性均值模型下,當(dāng)協(xié)變量帶有測(cè)量誤差時(shí),面板計(jì)數(shù)數(shù)據(jù)的回歸分析問(wèn)題.我們利用估計(jì)方程與SIMEX方法給出了回歸參數(shù)的估計(jì),并證明了所得到的SIMEX估計(jì)的漸近正態(tài)性.
[Abstract]:Panel count data have attracted the attention of statisticians in recent years, such data often appear in medicine, economics, demography, In sociology and other research fields, this paper mainly studies the hypothesis test and regression analysis of panel count data. Firstly, we study the hypothesis test problem of panel count data with different observation process. We propose a new hypothesis test method, and prove the asymptotic normality of test statistics. Secondly, we consider the joint regression analysis of panel count data and interval censored data. Here we use the Sieve maximum likelihood estimation method to estimate the regression parameters. The problem is simplified by using Bernstein polynomials to approximate unknown functions. The obtained estimators are consistent and asymptotically normal. Finally, we consider the covariables with measurement errors in the additive mean model. In this paper, we use the estimation equation and SIMEX method to estimate the regression parameters, and prove the asymptotic normality of the obtained SIMEX estimators.
【學(xué)位授予單位】:吉林大學(xué)
【學(xué)位級(jí)別】:博士
【學(xué)位授予年份】:2016
【分類號(hào)】:O212.1
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