| 带有变量中误差非正态模型中的Box-Cox变换 |
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| 引用本文： | 吕纯濂,陈舜华.带有变量中误差非正态模型中的Box-Cox变换[J].大气科学学报,1997,20(1):85-90. |
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| 作者姓名： | 吕纯濂 陈舜华 |
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| 作者单位： | 南京气象学院基础科学系;南京气象学院大气物理系, 南京 210044 |
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| 摘 要： | Box-Cox变换主要用于得到近似正态分布的随机变量。线性模型中的响应(因)变量Y(或经过变换的Y)通常建立在精确测量无误差的独立变量集上。本文研究独立变量中的测量误差(即变量中误差)对Box-Cox变换中参数估计的影响。研究结果表明,忽略变量中的误差将产生变换参数估计的偏离,该结论由分析论证和随机模拟得以支持。
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| 关 键 词： | Box-Cox变换 变量中误差 非正态 极大似然估计 随机模拟 |
| 收稿时间： | 1996/1/19 0:00:00 |
| 修稿时间： | 1996/6/14 0:00:00 |
BOX-COX TRANSFORMATION USED IN NON-NORMAL
MODEL WITH ERRORS-IN-VARIABLES |
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| L&#; Chunlian and Chen Shunhua.BOX-COX TRANSFORMATION USED IN NON-NORMAL
MODEL WITH ERRORS-IN-VARIABLES[J].大气科学学报,1997,20(1):85-90. |
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| Authors: | L&#; Chunlian and Chen Shunhua |
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| Institution: | Department of Basic Courses, NIM, Nanjing 210044;Department of Atmospheric Physics, NIM, Nanjing 210044 |
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| Abstract: | The Box-Cox transform ation is widely used for obtaining an approximate normaly- distributed random variable.In a linear model setting,a responsive dependent variable Y(or transformed Y)is built on a set of independent variables,usually assumed to be measured with no error.This paper investigates the effects of measurement error in independent variables (known as errors-in-variables)on parameter estimate for the transformation.Ignoring such error in independent variables wil cause biased t ransformation parameter estimate ingeneral,a conclusion that is supported by analytical arguments and stochastical simulation. |
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| Keywords: | Box-Cox transformation errors-in-variables non-normal maximum likelihood estimation random simulation |
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