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1.
在农业研究中,非线性模型有着广泛的应用,其参数估计往往采用变量替换等经典方法.该研究以非线性模型为例,提出了基于Gibbs抽样的贝叶斯估计方法,并以农业研究中的一个实例,演示了贝叶斯估计方法的可行性.结果表明:非线性模型参数估计的贝叶斯方法稳健可靠,适用于农业研究中的复杂非线性模型.  相似文献   

2.
本文研究线性回归模型中响应变量受到另一随机变量序列污染时,模型参数和污染系数的估计问题.利用贝叶斯统计原理,给出了污染系数的贝叶斯区间估计及模型参数估计.  相似文献   

3.
对于回归方程参数的估计,常采用经典统计方法。近年来,伴随着计算机技术的快速发展,贝叶斯统计获得了广泛应用。本文利用贝叶斯统计对非线性回归方程Y=aX^b+ε进行参数估计,并进行了实例演示,验证了该方法的有效性。  相似文献   

4.
针对在删失试验的生存分析中,为了估计不同协变量在组内的相互影响以及一些无法观测的协变量产生的异质影响,在基准危险函数为分段指数的情形下,给出贝叶斯共享异质模型,利用Gibbs抽样得出参数的后验分布,然后对模型给出一个实证分析.模型采用乘法异质模型,利用WinBUGS软件得出后验参数相关统计量,说明此模型的有效性和可靠性.  相似文献   

5.
本文探讨了基于MCMC算法实现的一元线性回归模型参数估计的贝叶斯方法,对经典统计方法和贝叶斯统计进行了比较.  相似文献   

6.
《滁州学院学报》2017,(5):55-58
传统的时间序列分析与预测方法没有考虑样本和参数的先验信息,导致预测结果和实际数据的偏差较大,贝叶斯参数估计方法可以充分利用参数的先验信息,使得估计参数的方差更小,估计结果更加精确,预测结果更真实有用。随着MCMC方法和WinBUGS软件的发展,贝叶斯分析方法估计模型的计算困难逐渐减弱,因此,近年来贝叶斯时间序列预测方法越来越受到关注。本文基于上证指数收盘价的数据,采用Eviews和WinBugs软件,对样本数据进行预处理,利用贝叶斯参数估计方法进行时间序列自回归模型的实证研究分析。  相似文献   

7.
《滁州学院学报》2016,(5):18-20
函数型数据分析是分析高频数据的重要工具。在实际中函数型协变量和响应变量之间的线性假设通常不成立。本文提出了函数型非参数部分自回归模型来刻画函数型协变量和响应变量之间的非线性关系,本文接着使用非参数核估计方法给出了该模型的估计,并通过统计模拟验证了该估计方法的优良性,最后我们给出了上证指数的一个实例来说明我们模型的良好预测能力。  相似文献   

8.
赵健 《天中学刊》2010,25(5):17-19
文章以正态线性单方程为例,介绍了贝叶斯统计方法在计量经济学模型中的应用,并分析了该问题中贝叶斯估计与普通最小二乘估计的区别和联系.  相似文献   

9.
文中证明了泊松分布中未知参数的矩估计和最大似然估计,一定存在一个先验分布,使其贝叶斯估计就是该经典估计的结论.  相似文献   

10.
在行车过程中强机动引起全球卫星导航系统(GNSS)量测噪声产生野值,表现出厚尾特性导致常规状态估计精度下降的问题,为此提出一种基于变分贝叶斯的SINS/GNSS组合导航信息融合方法。构建车载组合导航系统模型,采用Student’s t分布对量测异常情况下噪声建模,并用变分贝叶斯的方法对系统状态和隐变量进行求解,实现对模型参数的后验估计。针对城市行车存在GNSS测量失效的问题,利用交互式多模型算法实现了GNSS量测中断情况下的SINS/GNSS和SINS/OD子系统的动态交互融合。通过跑车实验进行验证,实验结果表明,所提算法可有效抑制GNSS量测野值噪声对SINS/GNSS/OD组合导航系统的影响,与传统交互式多模型算法相比,具有较高的精度和鲁棒性。  相似文献   

11.
对给定容量为n的线性指数分布样本X1,X2,…,Xn,在Linex损失函数下,利用共轭先验分布讨论线性指数分布参数θ的Bayes估计,多层Bayes估计,E-Bayes估计和极大似然估计.  相似文献   

12.
该文考虑了多元模糊线性回归模型,先将一元模糊线性回归模型的参数估计的结果加以推广,接着给出了多元线性回归模型参数的h-最优线性相关估计。  相似文献   

13.
AMSAA模型的参数估计方法   总被引:1,自引:0,他引:1  
对AMSAA模型,很多学已研究出许多参数估计的方法。在本中,我们对最小二乘法,图估计法,极大似然法,Bayes估讨法,微分回归法,正态概率积分变换法,最佳线性无偏估计法,最佳线性不变估计法,矩估计法和指数平滑法等估计方法进行了系统的总结,对某些问题进行了进一步的讨论。  相似文献   

14.
理论研究和实践结果表明,线性回归模型中最常用的方法——最小二乘法,在一些情况下表现不理想,因此近些年来,统计学家提出了许多替代方法供选择使用。本文通过参数经验Bayes(PEB)方法构造线性回归模型中可估函数的经验Bayes(EB)估计,并分别在均方误差(MSE)准则及均方误差矩阵(MSEM)准则下讨论它相对于最小二乘(LS)估计的优良性。  相似文献   

15.
A valuable extension of the single-rating regression discontinuity design (RDD) is a multiple-rating RDD (MRRDD). To date, four main methods have been used to estimate average treatment effects at the multiple treatment frontiers of an MRRDD: the “surface” method, the “frontier” method, the “binding-score” method, and the “fuzzy instrumental variables” method. This article uses a series of simulations to evaluate the relative performance of each of these four methods under a variety of different data-generating models. Focusing on a two-rating RDD (2RRDD), we compare the methods in terms of their bias, precision, and mean squared error when implemented as they most likely would be in practice—using optimal bandwidth selection. We also apply the lessons learned from the simulations to a real-world example that uses data from a study of an English learner reclassification policy. Overall, this article makes valuable contributions to the literature on MRRDDs in that it makes concrete recommendations for choosing among MRRDD estimation methods, for implementing any chosen method using local linear regression, and for providing accurate statistical inferences.  相似文献   

16.
提出了用人工蜂群算法解决多元线性回归问题.通过计算机仿真测试,表明人工蜂群算法在多元线性回归分析的参数估计问题中是有效的、实用的.  相似文献   

17.
This paper discussed a multiple linear regression approach to the evaluation of instructional strategies in science. A treatment by levels experimental design and the methods required for forming and solving research problems associated with it were described. Two methods of college biology instruction, the Audio-Tutorial and conventional techniques, were compared in terms of promoting achievement. Methods for making comparisons between the two treatments in the form of linear models were discussed. Interpreting regression solutions to linear models was also presented. The principles expressed in this paper can be applied to other research problems as an effective alternative to the two-way analysis of variance.  相似文献   

18.
Bayesian methods are becoming very popular despite some practical difficulties in implementation. To assist in the practical application of Bayesian methods, we show how to implement Bayesian analysis with WinBUGS as part of a standard set of SAS routines. This implementation procedure is first illustrated by fitting a multiple regression model and then a linear growth curve model. A third example is also provided to demonstrate how to iteratively run WinBUGS inside SAS for Monte Carlo simulation studies. The SAS codes used in this study are easily extended to accommodate many other models with only slight modification. This interface can be of practical benefit in many aspects of Bayesian methods because it allows the SAS users to benefit from the implementation of Bayesian estimation and it also allows the WinBUGS user to benefit from the data processing routines available in SAS.  相似文献   

19.
WOMBAT is a software package for quantitative genetic analyses of continuous traits, fitting a linear, mixed model; estimates of covariance components and the resulting genetic parameters are obtained by restricted maximum likelihood. A wide range of models, comprising numerous traits, multiple fixed and random effects, selected genetic covariance structures, random regression models and reduced rank estimation are accommodated. WOMBAT employs up-to-date numerical and computational methods. Together with the use of efficient compilers, this generates fast executable programs, suitable for large scale analyses. Use of WOMBAT is illustrated for a bivariate analysis. The package consists of the executable program, available for LINUX and WINDOWS environments, manual and a set of worked example, and can be downloaded free of charge from http://agbu. une.edu.au/~kmeyer/wombat.html  相似文献   

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