| 缺失数据下线性EV模型中参数的经验似然置信域 |
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| 引用本文： | 刘强,薛留根.缺失数据下线性EV模型中参数的经验似然置信域[J].数学的实践与认识,2008,38(24). |
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| 作者姓名： | 刘强 薛留根 |
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| 作者单位： | 1. 北京工业大学应用数理学院,北京,100124;首都经济贸易大学统计学院,北京,100070
2. 北京工业大学应用数理学院,北京,100124 |
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| 基金项目： | 国家教育部博士点专项基金
，
北京市自然科学基金
，
北京市属市管高等学校人才强校计划资助项目
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| 摘 要： | 考虑了在响应变量随机缺失情形下的线性EV模型.通过利用回归借补方法,构造了未知参数的两种经验对数似然比统计量,即估计的经验对数似然比统计量和调整的经验对数似然比统计量.证明了所构造的经验似然比统计量渐近于χ2分布,所得结果可以用来构造未知参数的置信域.
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| 关 键 词： | 线性EV模型 缺失数据 经验似然 χ2分布 |
Empirical Likelihood Condidence Regions for the Parameter of a Linear EV Model with Missing Data |
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| LIU Qiang,XUE Liu-gen.Empirical Likelihood Condidence Regions for the Parameter of a Linear EV Model with Missing Data[J].Mathematics in Practice and Theory,2008,38(24). |
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| Authors: | LIU Qiang XUE Liu-gen |
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| Institution: | 1.College of Applied Sciences;Beijing University of Technology;Beijing 100124;China;2.School of Statistics;Capital University of Economics and Business;Beijing 100070;China |
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| Abstract: | A linear EV model with missing data is investigated.Two empirical log-likelihood ratio statistics for the unknown parameter in the model are suggested.It is proved that the proposed statistics are asymptotically chi-square under some mild conditions,and hence can be used to construct the confidence regions of the parameter. |
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| Keywords: | linear EV model empirical likelihood missing data chi-square distribution |
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