DispersionEstimatorFunction
广义线性模型拟合函数的一个选项,指定离差参数的估计量.
更多信息
- DispersionEstimatorFunction 是 GeneralizedLinearModelFit、LogitModelFit 和 ProbitModelFit 的选项.
- 在 DispersionEstimatorFunction->"PearsonChiSquare" 下,估计量是
,其中
是数据点的数量,
是参数的数量,
是分布的变量函数. - 在 DispersionEstimatorFunction->Automatic 下,使用下列估计量:
-
"Binomial" 1 "Gamma" 
"Gaussian" 
"InverseGaussian" 
"Poisson" 1 "QuasiLikelihood" 
- 在 "Binomial" 和 "Poisson" 模型中,非缺省值用于模拟过度离差问题.
- 设置 DispersionEstimatorFunction->f,普通的离差由 f[y,
,w] 估计,其中 y={y1,y2,…} 是观察值列表,
={
,
,…} 是预期值列表,w={w1,w2,…} 是测量值 yi 的高度列表.
范例
打开所有单元 关闭所有单元基本范例 (1)
data = {{1, 1}, {2, 1}, {3, 4}, {5, 6}};m = GeneralizedLinearModelFit[data, x, x, ExponentialFamily -> "Poisson"]m["CovarianceMatrix"]m = GeneralizedLinearModelFit[data, x, x, ExponentialFamily -> "Poisson", DispersionEstimatorFunction -> "PearsonChiSquare"];m["CovarianceMatrix"]m = GeneralizedLinearModelFit[data, x, x, ExponentialFamily -> "Poisson", DispersionEstimatorFunction -> (Mean[(#1 - #2) ^ 2]&)];m["CovarianceMatrix"]范围 (2)
定义 FittedModel 的估计:
data = {{1, 1}, {2, 1}, {3, 4}, {5, 6}};m = GeneralizedLinearModelFit[data, x, x, ExponentialFamily -> "Poisson"]m["CovarianceMatrix"]m["CovarianceMatrix", DispersionEstimatorFunction -> (2&)]m["CovarianceMatrix", DispersionEstimatorFunction -> "PearsonChiSquare"]m["CovarianceMatrix", DispersionEstimatorFunction -> (Mean[(#1 - #2) ^ 2]&)]data = {{1, 0}, {1, 1}, {1, 1}, {2, 0}, {2, 0}, {2, 1}, {2, 1}, {2, 1}, {2, 1}};logit = LogitModelFit[data, x, x]logit["EstimatedDispersion", DispersionEstimatorFunction -> (Total[(#1 - #2) ^ 2]&)]probit = ProbitModelFit[data, x, x]probit["EstimatedDispersion", DispersionEstimatorFunction -> (Mean[(#1 - #2) ^ 2]&)]相关指南
-
▪
- 统计模型分析
文本
Wolfram Research (2008),DispersionEstimatorFunction,Wolfram 语言函数,https://reference.wolfram.com/language/ref/DispersionEstimatorFunction.html.
CMS
Wolfram 语言. 2008. "DispersionEstimatorFunction." Wolfram 语言与系统参考资料中心. Wolfram Research. https://reference.wolfram.com/language/ref/DispersionEstimatorFunction.html.
APA
Wolfram 语言. (2008). DispersionEstimatorFunction. Wolfram 语言与系统参考资料中心. 追溯自 https://reference.wolfram.com/language/ref/DispersionEstimatorFunction.html 年
BibTeX
@misc{reference.wolfram_2026_dispersionestimatorfunction, author="Wolfram Research", title="{DispersionEstimatorFunction}", year="2008", howpublished="\url{https://reference.wolfram.com/language/ref/DispersionEstimatorFunction.html}", note=[Accessed: 08-September-2026]}
BibLaTeX
@online{reference.wolfram_2026_dispersionestimatorfunction, organization={Wolfram Research}, title={DispersionEstimatorFunction}, year={2008}, url={https://reference.wolfram.com/language/ref/DispersionEstimatorFunction.html}, note=[Accessed: 08-September-2026]}