For the generalized linear models with multivariate responses,based on the estimating correlation matrix,the generalized estimating equations and empirical likelihood methods,this paper constructs the empirical likelihood ratio statistics which can overcome the mistakenly specification caused by the method of"working correlation matrix".Under certain assumptions,this paper also obtains the asymptotic Wilks property of the empirical likelihood ratio statistics,which can be used to construct the confidence region of the unknown parameter.Last,the validity of the proposed method is verified through the numerical simulations.
关键词
多元广义线性模型/广义估计方程/经验似然/置信域
Key words
multivariate generalized linear models/generalized estimating equations/empirical likelihood/confidence region
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