如果你也在 怎样代写广义线性模型Generalized linear model这个学科遇到相关的难题,请随时右上角联系我们的24/7代写客服。广义线性模型Generalized linear model在统计学中,是普通线性回归的灵活概括。广义线性模型通过允许线性模型通过一个链接函数与响应变量相关,并允许每个测量值的方差大小是其预测值的函数,从而概括了线性回归。
广义线性模型Generalized linear model是由John Nelder和Robert Wedderburn提出的,作为统一其他各种统计模型的一种方式,包括线性回归、逻辑回归和泊松回归。他们提出了一种迭代加权的最小二乘法,用于模型参数的最大似然估计。最大似然估计仍然很流行,是许多统计计算软件包的默认方法。其他方法,包括贝叶斯方法和最小二乘法对方差稳定反应的拟合,已经被开发出来。
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统计代写|广义线性模型代写Generalized linear model代考|Empirical BLUP
In practice, the fixed effects and variance components are typically unknown. Therefore, in most cases neither the best predictor nor the BLUP is computable, even though they are known to be the best in their respective senses. In such cases, it is customary to replace the vector of variance components, $\theta$, which is involved in the expression of BLUP, by a consistent estimator, $\hat{\theta}$. The resulting predictor is often called empirical BLUP, or EBLUP.
Kackar and Harville (1981) showed that, if $\hat{\theta}$ is an even and translation-invariant estimator and the data are normal, the EBLUP remains unbiased. An estimator $\hat{\theta}=\hat{\theta}(y)$ is even if $\hat{\theta}(-y)=\hat{\theta}(y)$, and it is translation invariant if $\hat{\theta}(y-X \beta)=$ $\hat{\theta}(y)$. Some of the well-known estimators of $\theta$, including ANOVA, ML, and REML estimators (see Sects. 1.3, 1.3.1, and 1.5), are even and translation invariant. In their arguments, however, Kackar and Harville had assumed the existence of the expected value of EBLUP, which is not obvious because, unlike BLUP, EBLUP is not linear in $y$. The existence of the expected value of EBLUP was proved by Jiang (1999b, 2000a). See Sect. 2.7 for details.
Harville (1991) considered the one-way random effects model of Example 1.1 and showed that, in this case, the EBLUP of the mixed effect, $\mu+\alpha_i$, is identical to a parametric empirical Bayes (PEB) estimator. In the meantime, Harville noted some differences between these two approaches, PEB and EBLUP. One of the differences is that much of the work on PEB has been carried out by professional statisticians and has been theoretical in nature. The work has tended to focus on relatively simple models, such as the one-way random effects model, because it is only these models that are tractable from a theoretical standpoint. On the other hand, much of the work on EBLUP has been carried out by practitioners, such as researchers in the animal breeding industry, and has been applied to relatively complex models.
A problem of practical interest is estimation of the MSPE of EBLUP. Such a problem arises, for example, in small area estimation (e.g., Rao and Molina 2015), where the EBLUP is used to estimate the small area means, which can be expressed as mixed effects under a mixed effects model. However, the MSPE of EBLUP is complicated. A naive estimator of the MSPE of EBLUP may be obtained by replacing $\theta$ by $\hat{\theta}$ in the expression of the MSPE of BLUP. However, this is an underestimation. To see this, let $\hat{\eta}=a^{\prime} \hat{\alpha}+b^{\prime} \hat{\beta}$ denote the EBLUP of a mixed effect $\eta=a^{\prime} \alpha+b^{\prime} \beta$, where $\hat{\alpha}$ and $\hat{\beta}$ are the BLUP of $\alpha$, given by (2.35), and BLUE of $\beta$, given by (2.33), respectively, with the variance components $\theta$ replaced by $\hat{\theta}$. Kackar and Harville (1981) showed that, under the normality assumption, one has
$$
\operatorname{MSE}(\hat{\eta})=\operatorname{MSE}(\tilde{\eta})+\mathrm{E}(\hat{\eta}-\tilde{\eta})^2
$$
where $\tilde{\eta}$ is the BLUP of $\eta$ given by (2.34). It is seen that the MSPE of BLUP is only the first term on the right side of (2.38). In fact, it can be shown that $\operatorname{MSPE}(\tilde{\eta})=$ $g_1(\theta)+g_2(\theta)$, where
$$
\begin{aligned}
& g_1(\theta)=a^{\prime}\left(G-G Z^{\prime} V^{-1} Z G\right) a, \
& g_2(\theta)=\left(b-X^{\prime} V^{-1} Z G a\right)^{\prime}\left(X^{\prime} V^{-1} X\right)^{-1}\left(b-X^{\prime} V^{-1} Z G a\right)
\end{aligned}
$$
(e.g., Henderson 1975). It is clear that using $g_1(\hat{\theta})+g_2(\hat{\theta})$ as an estimator would underestimate the MSPE of $\hat{\eta}$, because it does not take into account the additional variation associated with the estimation of $\theta$, represented by the second term on the right side of (2.38). Such a problem may become particularly important when, for example, large amounts of funds are involved. For example, over $\$ 7$ billion of funds were allocated annually based on EBLUP estimators of school-age children in poverty at the county and school district levels National Research Council 2000.
统计代写|广义线性模型代写Generalized linear model代考|Observed Best Prediction
A practical issue regarding prediction of mixed effects is robustness to model misspecification. Typically, the best predictor, (2.31) or (2.32), is derived under an assumed model. What if the assumed model is incorrect? Quite often, there is a consequence. Of course, one may try to avoid the model misspecification by carefully choosing the assumed model via a statistical model selection procedure. For example, if the plot of the data shows some nonlinear trend, then, perhaps, some nonlinear terms such as polynomial, or splines, can be added to the model (e.g., Jiang and Nguyen 2016, sec. 6.2). On the other hand, there are practical, sometimes even political, reasons that a simpler model, such as a linear model, is preferred. Such a model is simple to use and interpret, and it utilizes auxiliary information in a simple way. Note that the auxiliary data are often collected using taxpayers’ money; therefore, it might be “politically incorrect” not to use them, even if that is a result of the model selection. For such a reason, one often has little choice but to stay with the model that has been adopted to use. The question then is how to deal with the potential model misspecification.
Jiang et al. (2011) proposed a new method of predicting a mixed effect that “stands group” at the assumed model, even if it is potentially misspecified. It then considers how to estimate the model parameters in order to reduce the impact of model misspecification. The method is called observed best prediction, or OBP. For the most part, OBP entertains two models: one is the assumed model, and the other is a broader model that requires no assumptions, or very weak assumptions. The broader model is always, or almost always, correct; yet, it is useless in terms of utilizing the auxiliary information. The assumed model is used to derive the best predictor (BP) of the mixed effect, which is no longer the BP when the assumed model fails. The broader model, on the other hand, is only used to derive a criterion for estimating the parameters under the assumed model, and this criterion is not model-dependent. As a result, OBP is more robust than BLUP in case of model misspecification. Note that parameter estimation associated with the BLUP, such as the MLE of $\beta$ given by (2.33) when the variance components are known, and the ML or REML estimators of the variance components when the latter are unknown, are model-dependent.
Below we describe the OBP procedure for a special case of LMM, namely, the Fay-Herriot model. More details, and further developments, of OBP can be found in Chapter 5 of Jiang (2019).
广义线性模型代写
统计代写|广义线性模型代写Generalized linear model代 考|Approximate Confidence Intervals for Variance Components
Satterthwaite (1946) 提出了一种方法,它扩展了 Smith (1936) 的早期方法,用于平衡方差分析 模型。目标是为以下形鿈的数量构建置信区间 $\zeta=\sum_{i=1}^h c_i \lambda_i$ ,在哪里 $\lambda_i=\mathrm{E}\left(S_i^2\right)$ 和 $S_i^2$ 是对应 于 $i$ 模型中的第 th 个因素 (固定或随机) (例如,Scheffé 1959)。请注意,许多方差分量都可以 用这种形式表示; 例如,方差 $y_{i j}, \sigma^2+\tau^2$ ,在例2.3中可表示为
$(1 / k) \mathrm{E}\left(S_1^2\right)+(1-1 / k) \mathrm{E}\left(S_2^2\right)$ , 在哪里 $S_1^2$ 是对应于 $\alpha$ 和 $S_2^2$ 对应于 $\epsilon$. 这个想法是为了找到一 个合适的“自由度”,比如哾, $d$, 这样随机变量的前两个时刻 $d \sum_{i=1}^h c_i S_i^2 / \zeta$ 匹配一个 $\chi_d^2$ 随机变量。 这种方法称为 Satterthwaite 程序。Graybill 和 Wang (1980) 提出了一种改进 Satterthwaite 程 序的方法。作者将他们的方法称为改进的大样本 (MLS) 方法。该方法为以下项的非负线性组合提供 近似置信区间 $\lambda_i \mathrm{~s}$ ,当线性组合中除一个系数外的所有系数均为零时,这是准确的。我们描述了 Graybill-Wang 方法用于平衡单向随机效应模型的特殊情况 (示例 2.2)。
假设有人对构建置信区间感兴趣 $\zeta=c_1 \lambda_1+c_2 \lambda_2$ ,在哪里 $c_1 \geq 0$ 和 $c_2>0$. 这个问题等同于构造 一个置信区间 $\zeta=c \lambda_1+\lambda_2$ , 在哪里 $c \geq 0$. 数量的一致最小方差无偏估计量 (UMVUE,例如, Lehmann 和 Casella 1998) 由下式给出 $\hat{\zeta}=c S_1^2+S_2^2$. 此外,可以证明 $\hat{\zeta}$ 是渐近正态的,使得 $(\hat{\zeta}-\zeta) / \sqrt{\operatorname{var}(\hat{\zeta})}$ 有一个限制 $N(0,1)$ 分布 (练习 2.16)。
统计代写|广义线性模型代写Generalized linear model代 z- Simultaneous Confidence Intervals
Hartley 和 Rao (1967) 导出了方差比的同时置信区域 $\gamma_r=\sigma_r^2 / \tau^2, r=1, \ldots, s$ (即方差分量的 Hartley-Rao 形式;参见第 1.2.1.1 节) 在基于最大似然估计的高斯混合方差分析模型中。HartleyRao 置信区域非常普遍,也就是说,它适用于一般混合方差分析模型,平衡或不平衡。另一方面, 在某些特殊情况下,不同的方法可能会导致更容易解释的置信区间。例如,Khuri (1981) 开发了一 种为平衡随机效应模型 (见第 1.2.1 节结尾) 中方差分量的所有连续函数构建同时置信区间的方法, 这是混合方差分析模型的一个特例。
需要注意的是,只要知道如何为各个方差分量构造置信区间,那么,通过 Bonferroni 不等式,总能 为方差分量构造一个保守的同时置信区间。假设 $\left[L_k, U_k\right]$ 是一个 $\left(1-\rho_k\right) \%$ 方差分量的置信区间 $\theta_k, k=1, \ldots, q$. 然后,根据 Bonferroni 不等式,区间集 $\left[L_k, U_k\right], k=1, \ldots, q$ 是 (保守的) 同时置信区间 $\theta_k, k=1, \ldots, q$ 置信系数大于或等于 $1-\sum_{k=1}^q \rho_k$.
统计代写|广义线性模型代写Generalized linear model代考 请认准UprivateTA™. UprivateTA™为您的留学生涯保驾护航。
微观经济学代写
微观经济学是主流经济学的一个分支,研究个人和企业在做出有关稀缺资源分配的决策时的行为以及这些个人和企业之间的相互作用。my-assignmentexpert™ 为您的留学生涯保驾护航 在数学Mathematics作业代写方面已经树立了自己的口碑, 保证靠谱, 高质且原创的数学Mathematics代写服务。我们的专家在图论代写Graph Theory代写方面经验极为丰富,各种图论代写Graph Theory相关的作业也就用不着 说。
线性代数代写
线性代数是数学的一个分支,涉及线性方程,如:线性图,如:以及它们在向量空间和通过矩阵的表示。线性代数是几乎所有数学领域的核心。
博弈论代写
现代博弈论始于约翰-冯-诺伊曼(John von Neumann)提出的两人零和博弈中的混合策略均衡的观点及其证明。冯-诺依曼的原始证明使用了关于连续映射到紧凑凸集的布劳威尔定点定理,这成为博弈论和数学经济学的标准方法。在他的论文之后,1944年,他与奥斯卡-莫根斯特恩(Oskar Morgenstern)共同撰写了《游戏和经济行为理论》一书,该书考虑了几个参与者的合作游戏。这本书的第二版提供了预期效用的公理理论,使数理统计学家和经济学家能够处理不确定性下的决策。
微积分代写
微积分,最初被称为无穷小微积分或 “无穷小的微积分”,是对连续变化的数学研究,就像几何学是对形状的研究,而代数是对算术运算的概括研究一样。
它有两个主要分支,微分和积分;微分涉及瞬时变化率和曲线的斜率,而积分涉及数量的累积,以及曲线下或曲线之间的面积。这两个分支通过微积分的基本定理相互联系,它们利用了无限序列和无限级数收敛到一个明确定义的极限的基本概念 。
计量经济学代写
什么是计量经济学?
计量经济学是统计学和数学模型的定量应用,使用数据来发展理论或测试经济学中的现有假设,并根据历史数据预测未来趋势。它对现实世界的数据进行统计试验,然后将结果与被测试的理论进行比较和对比。
根据你是对测试现有理论感兴趣,还是对利用现有数据在这些观察的基础上提出新的假设感兴趣,计量经济学可以细分为两大类:理论和应用。那些经常从事这种实践的人通常被称为计量经济学家。
MATLAB代写
MATLAB 是一种用于技术计算的高性能语言。它将计算、可视化和编程集成在一个易于使用的环境中,其中问题和解决方案以熟悉的数学符号表示。典型用途包括:数学和计算算法开发建模、仿真和原型制作数据分析、探索和可视化科学和工程图形应用程序开发,包括图形用户界面构建MATLAB 是一个交互式系统,其基本数据元素是一个不需要维度的数组。这使您可以解决许多技术计算问题,尤其是那些具有矩阵和向量公式的问题,而只需用 C 或 Fortran 等标量非交互式语言编写程序所需的时间的一小部分。MATLAB 名称代表矩阵实验室。MATLAB 最初的编写目的是提供对由 LINPACK 和 EISPACK 项目开发的矩阵软件的轻松访问,这两个项目共同代表了矩阵计算软件的最新技术。MATLAB 经过多年的发展,得到了许多用户的投入。在大学环境中,它是数学、工程和科学入门和高级课程的标准教学工具。在工业领域,MATLAB 是高效研究、开发和分析的首选工具。MATLAB 具有一系列称为工具箱的特定于应用程序的解决方案。对于大多数 MATLAB 用户来说非常重要,工具箱允许您学习和应用专业技术。工具箱是 MATLAB 函数(M 文件)的综合集合,可扩展 MATLAB 环境以解决特定类别的问题。可用工具箱的领域包括信号处理、控制系统、神经网络、模糊逻辑、小波、仿真等。