| 协变量随机缺失下线性模型的经验似然推断及其应用 |
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| 引用本文： | 杨宜平. 协变量随机缺失下线性模型的经验似然推断及其应用[J]. 数理统计与管理, 2011, 30(4): 655-663 |
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| 作者姓名： | 杨宜平 |
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| 作者单位： | 重庆工商大学数学与统计学院,重庆,400067 |
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| 基金项目： | 国家自然科学基金(10871013,10871217); 北京市自然科学基金(1102008); 高等学校博士学科点专项科研基金(20101103120016); 重庆工商大学科研启动经费项目(20105609) |
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| 摘 要： | 考虑协变量带有缺失的线性模型,提出了加权的经验似然方法和借补的经验似然方法,证明了所提出的经验对数似然比渐近于χ~2分布,由此构造回归系数的置信域。模拟研究了所提出方法的有限样本性质,并进行了实例分析。
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| 关 键 词： | 线性模型 随机缺失 经验似然 X~2分布 |
Empirical Likelihood for Linear Models with Covariate Data Missing at Random |
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| YANG Yi-Ping. Empirical Likelihood for Linear Models with Covariate Data Missing at Random[J]. Application of Statistics and Management, 2011, 30(4): 655-663 |
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| Authors: | YANG Yi-Ping |
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| Affiliation: | YANG Yi-Ping (College of Mathematics and Statistics,Chongqing Technology and Business University,Chongqing 400067,China) |
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| Abstract: | Linear models with covariate data missing at random are considered,the weighted empirical likelihood and the imputed empirical likelihood are proposed.The proposed empirical log-likelihood ratios are proven to be asymptotically chi-squared,and the corresponding confidence regions for the regression coefficients are then constructed.The finite sample behavior of the proposed method is evaluated with simulation study,and a real example is analyzed. |
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| Keywords: | linear model missing at random empirical likelihood x~2-distribution |
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