广东工业大学学报 ›› 2006, Vol. 23 ›› Issue (1): 114-116.

• 综合研究 • 上一篇    下一篇

极大似然估计和拟极大似然估计模拟之比较

  

  1. 广东工业大学应用数学学院; 中山大学公共卫生学院流行病与卫生统计系 广东广州510090; 广东广州510080;
  • 出版日期:2006-02-02 发布日期:2006-02-02
  • 基金资助:

    国家自然科学基金重点课题资助项目(39930160)

The Comparison between the Random Simulation of the Maximum Likelihood Estimators and the Quasi-maximum Liklihood Estimators

  1. (1.Faculty of Applied Mathematics,Guangdong University of Technology,Guangzhou 510090,China;2.Dept.of Medical Statistics,School of Public Health,Sun Yat-sen University,Guangzhou 510080,China)
  • Online:2006-02-02 Published:2006-02-02

摘要: 通过对单个协变量的带有测量误差的一维结构回归模型中总体平均处理效应的极大似然估计和拟极大似然估计的随机模拟结果进行比较,发现这两个公式都不受测量误差的影响,并且可以互换使用.当其它误差较小时用两个公式计算结果虽然相差不大,但相比较而言用拟极大似然估计较好,反之,当其它误差较大时用极大似然估计较好. 

关键词: 总体平均处理效应; 极大似然估计; 拟极大似然估计; 随机抽样; 测量误差; 随机模拟; 比较;

Abstract: In this paper,the comparison is qiven between the random simulation of the maximum likelihood estimators and the quasi-maximum likelihood estimators of the population-averaged treatment effects in the one-dimensional structural regression models with one covariate and the measurement errors.It is found that one of the formulae can be replaced by the other,and they are not influenced by the measurement errors.When the other errors(that is,they are different from the measurement errors)are little,the results are similar when using the two formulae,but the use of the quasi-maximum likelihood estimators is better than the use of the maximum likelihood estimators.On the contrary,when the other errors are large,the use of the maximum likelihood estimators is better than that of the quasi-maximum likelihood estimators. 

Key words: population-averaged treatment effects; maximum likdlihood estimators; quasi-maximum likelihood estimators; random sampling; measurement error; random simulation; comparison;

[1] Greenland S,Robins J M,Pearl J.Confounding and Collapsibility in Causal Inference. Statistical Science . 1999

[2] Fuller W A.Measurement Error Models. . 1987
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