| 基于PSO算法的probit模型参数估计 |
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| 引用本文： | 刘锦萍,郁金祥.基于PSO算法的probit模型参数估计[J].计算机工程,2009,35(23):198-200. |
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| 作者姓名： | 刘锦萍 郁金祥 |
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| 作者单位： | 1. 华东师范大学计算机科学系,上海,200062;嘉兴学院数学与信息工程学院,嘉兴,314001
2. 嘉兴学院数学与信息工程学院,嘉兴,314001 |
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| 摘 要： | 针对二值probit回归模型中的参数估计问题，提出一种基于粒子群优化（PSO）的参数估计算法。该算法采用以最大似然准则作为PSO的适应度函数，建立二值probit回归模型中的参数估计计算模型。数值仿真分析表明，该算法性能较好，回归结果具有较高的拟合优度。
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| 关 键 词： | 粒子群优化算法 参数估计 二值probit回归模型 最大似然估计 |
| 修稿时间： | |
Parameter Estimation of probit Model Based on Particle Swarm Optimization Algorithm |
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| LIU Jin-ping,YU Jin-xiang.Parameter Estimation of probit Model Based on Particle Swarm Optimization Algorithm[J].Computer Engineering,2009,35(23):198-200. |
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| Authors: | LIU Jin-ping YU Jin-xiang |
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| Affiliation: | (1. Department of Computer Science, East China Normal University, Shanghai 200062; 2. College of Mathematics and Information Engineering, Jiaxing University, Jiaxing 314001) |
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| Abstract: | Aiming at the problem of the parameter estimation of the binary probit regression models, this paper proposes a novel algorithm to estimate parameter based on Particle Swarm Optimization(PSO) algorithm. Maximum likelihood estimation rule is adopted to be fitness function for the PSO algorithm. The model of computing parameter to the binary probit regression model is set up. Through a numerical simulation computational experiment, the effectiveness of this algorithm is demonstrated for the parameter estimation problem of the binary probit regression models. Numerical simulation analysis shows that the algorithm has better goodness of fittest in the regression result. |
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| Keywords: | Prticle Swarm Optimization(PSO) algorithm parameter estimation binary probit regression model maximum likelihood estimation |
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