Volume 26 Issue 4
Apr.  2011
Turn off MathJax
Article Contents
FU Hui-min, YUE Xiao-rui. Heteroscedastic regression analysis method for mixed data[J]. Journal of Aerospace Power, 2011, 26(4): 721-726.
Citation: FU Hui-min, YUE Xiao-rui. Heteroscedastic regression analysis method for mixed data[J]. Journal of Aerospace Power, 2011, 26(4): 721-726.

Heteroscedastic regression analysis method for mixed data

Funds:  Supported by the National Natural Science Foundation of China (Grant No.10472006)
  • Received Date: 2010-12-26
  • Rev Recd Date: 2011-03-17
  • Publish Date: 2011-04-28
  • The heteroscedastic regression model was established and the heteroscedastic regression analysis method was presented for mixed data composed of complete data, type-Ⅰ censored data and type-Ⅱ censored data from the location-scale distribution. The best unbiased estimations of regression coefficients, as well as the confidence limits of the location parameter and scale parameter were given. Furthermore, the point estimations and confidence limits of percentiles were obtained. Thus, the traditional multiple regression analysis method which is only suitable to the complete data from normal distribution can be extended to the cases of heteroscedastic mixed data and the location-scale distribution. So the presented method has a broad range of promising applications.

     

  • loading
  • [1]
    FU Huimin,LIU Chengrui.Small sample test method for S-N and P-S-N curves[J].Journal of Mechanical Strength,2006,28(4):552-555.(in Chinese)
    [2]
    BAI Xuemei.Testing methods of heteroscedasticity and comment[J].Journal of Dongbei University of Finance and Economics,2002,24(6):26-29.(in Chinese)
    [3]
    GONG Xiufang.The handling of heteroscedastic data in regression model .Shanghai:East China Normal University,2002.(in Chinese)
    [4]
    FU Huimin,HUANG Wei.Best unbiased integral estimate method[J].Journal of Mechanical Strength,2003,25(3):319-324.(in Chinese)
    [5]
    FU Huimin,YUE Xiaorui.Regression analysis method for mixed data[J].Journal of Mechanical Strength,2010,32(6):922-927.(in Chinese)
    [6]
    FU Huimin,YUE Xiaorui.Multiple regression analysis method for mixed data[J].Journal of Aerospace Power,2011,26(1):173-177.(in Chinese)
    [7]
    FU Huimin.Integral inference with maximum likelihood method[J].Journal of Mechanical Strength,2002,24(1):1-5.(in Chinese)
    [8]
    FU Huimin.Interval statistic and its distribution[J].Journal of Mechanical Strength,2005,27(6):752-757.(in Chinese)
    [9]
    Sarhan A E,Greenberg B G.Contributions to order statistics[M].New York:John Wiley & Sons,1962. 10] Tietjen G L,Kahaner D K,Beckman R J.Variances and covariances of the normal order statistics for sample sizes 2 to 50 .Los Alamos,NM:Los Alamos Nat.Lab.,LA-6482-MS,1976. 11] Parrish R S.Computing expected values of normal order statistics[J].Communications in Statistics-Simulation and Computation,1992,21(1):57-70. 12] Parrish R S.Computing variances and covariances of normal orderstatistics[J].Communications in Statistics-Simulation and Computation,1992,21(1):71-101. 13] FU Huimin,LIN Fengchun.Computation and verification of means,variances and covariances for large sample order statistics[J].Journal of Mechanical Strength,2007,29(1):48-52.(in Chinese) 14] Balakrishnan N,Chan P S.Order statistics from extreme value distribution I:table of means,variances and covariances[J].Communications in Statistics-Simulation and Computation,1992,21(4):1199-1217. 15] FU Huimin.Interval estimation and hypothesis test for percentiles and percentages of continuous distributions[J].Acta Aeronautica et Astronautic Sinica,1993,14(11):569-577.(in Chinese)
  • 加载中

Catalog

    通讯作者: 陈斌, bchen63@163.com
    • 1. 

      沈阳化工大学材料科学与工程学院 沈阳 110142

    1. 本站搜索
    2. 百度学术搜索
    3. 万方数据库搜索
    4. CNKI搜索

    Article Metrics

    Article views (1388) PDF downloads(24) Cited by()
    Proportional views
    Related

    /

    DownLoad:  Full-Size Img  PowerPoint
    Return
    Return