协变量维数趋于无穷的复合次序模型的GEE估计的渐近性质

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英文篇名：Asymptotic properties of compound order logit model with diverging number of covariates 作者：刘永睿 ; 尹长明 ; 孙晗 英文作者：Liu Yongrui;Yin Changming;Sun Han;Guangxi University,Academy of Mathematics and Information Sciences; 关键词：属性数据 ; 高维协变量 ; 相合性 ; 渐近正态性 英文关键词：categorical data;;high-dimensional covariates;;consistency;;asymptotic normality 中文刊名：CCSX 英文刊名：Pure and Applied Mathematics 机构：广西大学数学与信息科学学院; 出版日期：2017-12-25 出版单位：纯粹数学与应用数学 年：2017 期：v.33 基金：国家自然科学基金(11061002);; 广西自然科学基金(2015GXNSFAA139006) 语种：中文; 页：CCSX201706004 页数：7 CN：06 ISSN：61-1240/O1 分类号：32-38

摘要

研究了协变量维数趋于无穷的复合次序Logisti回归纵向数据模型.首先在响应变量为k个有序"状态"之一时,给出了该模型下的广义估计方程,然后给出了该广义估计方程估计的渐近存在性,相合性以及渐近正态性定理,并在较弱的条件下给出了定理的证明过程,证明了该模型的可用性以及结果的稳定性,推广了文献中的相关结果.
        In this paper,we study the compound ordinal logit regression model with diverging number of covariates.First,we propose the GEE of this modle on condation that the response variable denote one of status.Then we bring up the asymptotic existence,consistency and asymptotic normality theorem and under some mild conditons,we provide the evidentiary process.The practicability and stabilization of this model is proved.We extend the relevant results in the literature.

引文

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