| 缺失数据下非线性EV模型参数的经验似然置信域 |
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| 引用本文： | 刘强,薛留根.缺失数据下非线性EV模型参数的经验似然置信域[J].数学物理学报(A辑),2012,32(1):233-245. |
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| 作者姓名： | 刘强 薛留根 |
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| 作者单位： | 首都经济贸易大学统计学院 北京 100070|北京工业大学应用数理学院 北京 100022 |
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| 基金项目： | 国家社科基金项目(10CTJ001)、北京市教委社科计划项目(SM201110038014)和北京市属高等学校人才强教计划-中青年骨干人才培养计划(PHR201008214)资助 |
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| 摘 要： | 考虑解释变量带有测量误差且响应变量随机缺失情形下的非线性EV模型.通过利用核实数据, 构造了未知参数的两种经验对数似然比统计量. 证明了所构造统计量的分布渐近于χ2分布, 所得结果可以用来构造未知参数的渐近置信域.
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| 关 键 词： | 非线性EV模型 经验似然 核实数据 缺失数据 |
| 收稿时间： | 2009-05-20 |
| 修稿时间： | 2011-03-07 |
Empirical Likelihood Confidence Regions of Parameters in Nonlinear EV Models under Missing Data |
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| LIU Qiang,XUE Liu-Gen.Empirical Likelihood Confidence Regions of Parameters in Nonlinear EV Models under Missing Data[J].Acta Mathematica Scientia,2012,32(1):233-245. |
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| Authors: | LIU Qiang XUE Liu-Gen |
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| Institution: | School of Statistics, Capital University of Economics and Business, Beijing 100070|College of Applied Sciences, Beijing University of Technology, Beijing 100022 |
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| Abstract: | The missing response problem in the nonlinear EV(error-in-variables) models is considered, where the explanatory variate X is erroneously measured. With the help of val-idation data, two empirical log-likelihood ratio statistics for the unknown parameters in the model are proposed. It is proved that the proposed statistics are asymptotically chi-square distribution under some mild conditions, and hence can be used to constructing the confidence regions of the parameters. |
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| Keywords: | Nonlinear EV modelszz Empirical likelihoodzz Validation datazz Missing datazz |
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