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一类半参数可变系数广义线性模型及其拟合

2003-12-15分类号:O211.67

【作者】花俊洲  吴冲锋  梅长林
【部门】上海交通大学管理学院   上海交通大学管理学院   西安交通大学理学院
【摘要】Along the line of the classical generalized linear model,the classical generalized linear model is improved in this article by assuming the partial coefficients of the regressors to be arbitrary functions of the points in some metric space.This new type of regression model is called in this article semiparametric vary coefficient generalized linear model and the back fitting approach is suggested to fit the proposed model,and the smoothing parameter therein are studied.The proposed model not only have higher flexibility and adaptability,but also is suitable for analysis spatial data and therefore has extensive application backgrounds.
【关键词】广义线性模型  半参数可变系数  义线性模型  后向拟合法
【基金】
【所属期刊栏目】统计研究
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