Analysis of Empirical Likelihood Methods for Multivariate Generalized Linear Models
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.
multivariate generalized linear modelsgeneralized estimating equationsempirical likelihoodconfidence region
万方数据
维普
