广西师范大学学报(自然科学版) ›› 2019, Vol. 37 ›› Issue (2): 126-130.doi: 10.16088/j.issn.1001-6600.2019.02.015

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两阶段Logit模型的惩罚广义估计方程估计的渐近性质

林松, 尹长明*   

  1. 广西大学数学与信息科学学院,广西南宁530004
  • 收稿日期:2018-06-22 出版日期:2019-04-25 发布日期:2019-04-28
  • 通讯作者: 尹长明(1966—),男,湖北丹江口人,广西大学教授,硕导。E-mail:yinchm@gxu.edu.cn
  • 基金资助:
    国家自然科学基金(11061002);广西自然科学基金(2015GXNSFAA139006)

Asymptotic Properties of Estimation of Penalized Generalized Estimating Equations for Two Stage Logit Models

LIN Song, YIN Changming*   

  1. School of Mathematics and Information Science, Guangxi University, Nanning Guangxi 530004, China
  • Received:2018-06-22 Online:2019-04-25 Published:2019-04-28

摘要: 2012年Wang等在较弱条件下证明了经典Logit模型惩罚广义估计方程估计的渐近性质。两阶段Logit模型是经典Logit模型的推广,可以处理较复杂的属性数据,其联系函数(link)已不再是自然联系函数。 本文在更弱条件下证明了两阶段Logit模型惩罚广义估计方程估计的渐近性质,推广了文献中的相应结果。

关键词: 两阶段Logit回归, 惩罚广义估计方程, 高维协变量, 纵向数据, 一般联系函数

Abstract: Under the weaker conditions,the asymptotic properties of the estimation of the classical Logit model for the penalized generalized estimation equation are proved by Wang et al in 2012. The two-stage Logit model is a generalization of the classical Logit model,which can deal with more complex categorical data,and its link function (link) is no longer a natural relation function. In this paper,the asymptotic properties of the estimation of the penalty generalized estimation equation for two-stage Logit model under weaker conditions are proved,and the corresponding results in the literature are generalized.

Key words: two-stage Logit regression, penalized generalized estimation equation, high-dimensional covariable, longitudinal data, general link function

中图分类号: 

  • O212.1
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