Journal of East China Normal University(Natural Sc ›› 2011, Vol. 2011 ›› Issue (3): 1-11.

• Article •     Next Articles

t-type estimators and influence diagnostics in semiparametric nonlinear models

JIANG Rong1; SHAO Ming-jiang2 , QIAN Wei-min1

  

  1. 1. Department of Mathematics, Tongji University, Shanghai 200092, China 2. Department of Mathematics, East China Normal University, Shanghai 200062, China
  • Received:2010-06-01 Revised:2010-09-01 Online:2011-05-25 Published:2011-05-25
  • Contact: QIAN Wei-min

Abstract: t-type regression estimators for the semiparametric nonlinear models were defined, and the EM algorithm for the t-type estimators were given. Moreover, the consistency of t-type regression estimators was obtained. And on the basis of the Q-function in the EM algorithm, statistical diagnostics methods were investigated. Finally, the proposed algorithm was tested by simulation analysis and by a real data sample.

Key words: nonlinear model, t-type regression estimator, Cook distance, local influence, penalized spline, EM algorithm, semiparametric regression, nonlinear model, t-type regression estimator, Cook distance, local influence, penalized spline, EM algorithm

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