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1.
非线性再生散度随机效应模型包括了非线性随机效应模型和指数族非线性随机效应模型等.通过视模型中的随机效应为假想的缺失数据和应用Metropolis-Hastings(简称MH) 算法,提出了模型参数极大似然估计的随机逼近算法.模拟研究和实例分析表明了该算法的可行性.  相似文献   

2.
非线性再生散度随机效应模型是指数族非线性随机效应模型和非线性再生散度模型的推广和发展.通过视模型中的随机效应为假想的缺失数据和应用Metropolis-Hastings(MH)算法,提出了模型参数极大似然估计的Monte-Carlo EM(MCEM)算法,并用模拟研究和实例分析说明了该算法的可行性.  相似文献   

3.
删失数据下非线性半参数回归模型中参数的经验似然推断   总被引:1,自引:0,他引:1  
考察了响应变量在随机删失情形下的非线性半参数回归模型,构造了未知参数的经验对数似然比统计量和调整经验对数似然比统计量,证明在一定条件下,所构造的经验似然比统计量渐近于X~2分布,并由此构造出未知参数的置信域.此外,又构造了未知参数的最小二乘估计量,证明了它的渐近性质.通过模拟研究表明,经验似然方法在置信域的覆盖概率以及精度方面要优于最小二乘法.  相似文献   

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Models of amino acid substitution present challenges beyond those often faced with the analysis of DNA sequences. The alignments of amino acid sequences are often small, whereas the number of parameters to be estimated is potentially large when compared with the number of free parameters for nucleotide substitution models. Most approaches to the analysis of amino acid alignments have focused on the use of fixed amino acid models in which all of the potentially free parameters are fixed to values estimated from a large number of sequences. Often, these fixed amino acid models are specific to a gene or taxonomic group (e.g. the Mtmam model, which has parameters that are specific to mammalian mitochondrial gene sequences). Although the fixed amino acid models succeed in reducing the number of free parameters to be estimated--indeed, they reduce the number of free parameters from approximately 200 to 0--it is possible that none of the currently available fixed amino acid models is appropriate for a specific alignment. Here, we present four approaches to the analysis of amino acid sequences. First, we explore the use of a general time reversible model of amino acid substitution using a Dirichlet prior probability distribution on the 190 exchangeability parameters. Second, we then explore the behaviour of prior probability distributions that are'centred' on the rates specified by the fixed amino acid model. Third, we consider a mixture of fixed amino acid models. Finally, we consider constraints on the exchangeability parameters as partitions,similar to how nucleotide substitution models are specified, and place a Dirichlet process prior model on all the possible partitioning schemes.  相似文献   

6.
    
Multistate Markov models are frequently used to characterize disease processes, but their estimation from longitudinal data is often hampered by complex patterns of incompleteness. Two algorithms for estimating Markov chain models in the case of intermittent missing data in longitudinal studies, a stochastic EM algorithm and the Gibbs sampler, are described. The first can be viewed as a random perturbation of the EM algorithm and is appropriate when the M step is straightforward but the E step is computationally burdensome. It leads to a good approximation of the maximum likelihood estimates. The Gibbs sampler is used for a full Bayesian inference. The performances of the two algorithms are illustrated on two simulated data sets. A motivating example concerned with the modelling of the evolution of parasitemia by Plasmodium falciparum (malaria) in a cohort of 105 young children in Cameroon is described and briefly analyzed.  相似文献   

7.
  总被引:4,自引:0,他引:4  
PESKUN  P. H. 《Biometrika》1973,60(3):607-612
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8.
    
Huang L  Chen MH  Ibrahim JG 《Biometrics》2005,61(3):767-780
We propose Bayesian methods for estimating parameters in generalized linear models (GLMs) with nonignorably missing covariate data. We show that when improper uniform priors are used for the regression coefficients, phi, of the multinomial selection model for the missing data mechanism, the resulting joint posterior will always be improper if (i) all missing covariates are discrete and an intercept is included in the selection model for the missing data mechanism, or (ii) at least one of the covariates is continuous and unbounded. This impropriety will result regardless of whether proper or improper priors are specified for the regression parameters, beta, of the GLM or the parameters, alpha, of the covariate distribution. To overcome this problem, we propose a novel class of proper priors for the regression coefficients, phi, in the selection model for the missing data mechanism. These priors are robust and computationally attractive in the sense that inferences about beta are not sensitive to the choice of the hyperparameters of the prior for phi and they facilitate a Gibbs sampling scheme that leads to accelerated convergence. In addition, we extend the model assessment criterion of Chen, Dey, and Ibrahim (2004a, Biometrika 91, 45-63), called the weighted L measure, to GLMs and missing data problems as well as extend the deviance information criterion (DIC) of Spiegelhalter et al. (2002, Journal of the Royal Statistical Society B 64, 583-639) for assessing whether the missing data mechanism is ignorable or nonignorable. A novel Markov chain Monte Carlo sampling algorithm is also developed for carrying out posterior computation. Several simulations are given to investigate the performance of the proposed Bayesian criteria as well as the sensitivity of the prior specification. Real datasets from a melanoma cancer clinical trial and a liver cancer study are presented to further illustrate the proposed methods.  相似文献   

9.
    
Bayesian model–based clustering provides a powerful and flexible tool that can be incorporated into regression models to better understand the grouping of observations. Using data from the Seychelles Child Development Study, we explore the effect of prenatal methylmercury exposure on 20 neurodevelopmental outcomes measured in 9-year-old children. Rather than cluster individual subjects, we cluster the outcomes within a multiple outcomes model. By using information in the data to nest the outcomes into groups called domains, the model more accurately reflects the shared characteristics of neurodevelopmental domains and improves estimation of the overall and outcome-specific exposure effects by shrinking effects within and between domains selected by the data. The Bayesian paradigm allows for sampling from the posterior distribution of the grouping parameters; thus, inference can be made about group membership and their defining characteristics. We avoid the often difficult and highly subjective requirement of a priori identification of the total number of groups by incorporating a Dirichlet process prior to form a fully Bayesian multiple outcomes model.  相似文献   

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Ramsey FL  Usner D 《Biometrics》2003,59(2):332-340
Biologists attach radio transmitters to animals so that the animals' movements through their preferred habitats can be followed. To analyze the resulting sequences of visited habitat classes, McCracken, Manly, and Vander Heyden (1998, Journal of Agricultural, Biological, and Environmental Statistics 3(3), 268-279) proposed an independent multinomial selections (IMS) model. Two issues that arise when using this approach are: (i) serial dependence possibly affects measures of uncertainty; and (ii) individual animals from the population studied may exhibit heterogeneity in their selection patterns. We develop two single-parameter extensions of the IMS model to address these issues. A Markov chain model allows for persistence in the habitat class previously visited. Heterogeneity is modeled by assuming the population of animal selection patterns follows a Dirichlet distribution, from which the study animals are a random sample. We show that these persistence and heterogeneity characteristics are present in the study by McCracken et al. (1998) of bear movements. Simulations demonstrate that failure to account for persistence or heterogeneity when either is present can seriously misrepresent measures of uncertainty.  相似文献   

12.
    
Royle JA 《Biometrics》2009,65(1):267-274
Summary .  I consider the analysis of capture–recapture models with individual covariates that influence detection probability. Bayesian analysis of the joint likelihood is carried out using a flexible data augmentation scheme that facilitates analysis by Markov chain Monte Carlo methods, and a simple and straightforward implementation in freely available software. This approach is applied to a study of meadow voles ( Microtus pennsylvanicus ) in which auxiliary data on a continuous covariate (body mass) are recorded, and it is thought that detection probability is related to body mass. In a second example, the model is applied to an aerial waterfowl survey in which a double-observer protocol is used. The fundamental unit of observation is the cluster of individual birds, and the size of the cluster (a discrete covariate) is used as a covariate on detection probability.  相似文献   

13.
    
Zhang L  Yu G R  Luo Y Q  Gu F X  Zhang L M 《农业工程》2008,28(7):3017-3026
Model predictions can be improved by parameter estimation from measurements. It was assumed that measurement errors of net ecosystem exchange (NEE) of CO2 follow a normal distribution. However, recent studies have shown that errors in eddy covariance measurements closely follow a double exponential distribution. In this paper, we compared effects of different distributions of measurement errors of NEE data on parameter estimation. NEE measurements in the Changbaishan forest were assimilated into a process-based terrestrial ecosystem model. We used the Markov chain Monte Carlo method to derive probability density functions of estimated parameters. Our results showed that modeled annual total gross primary production (GPP) and ecosystem respiration (Re) using the normal error distribution were higher than those using the double exponential distribution by 61–86 gC m?2 a?1 and 107–116 gC m?2 a?1, respectively. As a result, modeled annual sum of NEE using the normal error distribution was lower by 29–47 gC m?2 a?1 than that using the double exponential error distribution. Especially, modeled daily NEE based on the normal distribution underestimated the strong carbon sink in the Changbaishan forest in the growing season. We concluded that types of measurement error distributions and corresponding cost functions can substantially influence the estimation of parameters and carbon fluxes.  相似文献   

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