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缺失数据下线性模型中回归参数的经验似然置信区域
引用本文:齐化富,秦永松.缺失数据下线性模型中回归参数的经验似然置信区域[J].数学的实践与认识,2009,39(11).
作者姓名:齐化富  秦永松
作者单位:1. 青岛港湾职业技术学院,基础部,山东,青岛,266404
2. 广西师范大学,数学科学学院,广西,桂林,541004
摘    要:在缺失样本下,构造了线性模型中参数的调整的经验似然置信域,数值模拟表明调整的经验似然置信域有较好的覆盖率和精度.

关 键 词:线性模型  回归补足  经验似然

Empirical Likelihood Confidence Regions for Regression Parameter in Linear Regression Models with Missing Data
QI Hua-fu,QIN Yong-song.Empirical Likelihood Confidence Regions for Regression Parameter in Linear Regression Models with Missing Data[J].Mathematics in Practice and Theory,2009,39(11).
Authors:QI Hua-fu  QIN Yong-song
Abstract:The adjusted empirical likelihood confidence regions are constructed for regression parameter in linear regression model with missing data. Our simulation indicates that the adjusted empirical likelihood confidence regions have good coverage accuracies and average lengths, which perfected the study of linear regression model with missing data.
Keywords:linear model  regression imputation  empirical likelihood
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