Association Journal of CSIAM
Supervised by Ministry of Education of PRC
Sponsored by Xi'an Jiaotong University
ISSN 1005-3085  CN 61-1269/O1

Statistical Inference of Mixture of Generalized Linear Models

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  • 1- Faculty of Science, Kunming University of Science and Technology, Kunming 650093
    2- College of General Education, Chongqing Institute of Engineering, Chongqing 400056

Received date: 2017-06-19

  Accepted date: 2018-05-07

  Online published: 2018-05-07

Supported by

The National Natural Science Foundation of China (11861041; 11261025); the Science Foundation of Chongqing Institute of Engineering (2019XZKY03).

Abstract

In this paper, a mixture of generalized linear model is proposed and the parameter estimation to fit the practical data is performed. Firstly, based on the existence of the first, second order moments of a heterogeneous population, the mixture of generalized linear models is applied to establish the mean model in the subpopulation, and the extended quasi-likelihood and pseudo-likelihood functions are constructed. Moreover, by using EM algorithm, the mean parameter, dispersion and mixing ratio are estimated, and Monte Carlo simulation studies are indicated the effectiveness. Finally, a real example illustrates that the model and method is scientific and useful.

Cite this article

YUAN Qiao-li, WU Liu-cang, DAI Lin . Statistical Inference of Mixture of Generalized Linear Models[J]. Chinese Journal of Engineering Mathematics, 2019 , 36(5) : 525 -534 . DOI: 10.3969/j.issn.1005-3085.2019.05.004

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