响应变量缺失下线性EV模型中参数的经验似然推断 |
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引用本文: | 魏成花,胡锡健.响应变量缺失下线性EV模型中参数的经验似然推断[J].数学的实践与认识,2014(9). |
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作者姓名: | 魏成花 胡锡健 |
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作者单位: | 新疆大学数学与系统科学学院; |
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基金项目: | 国家自然科学基金(41261087);新疆文科基地重大项目基金(0601920) |
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摘 要: | 考虑了响应变量随机缺失情形下的线性EV模型,通过利用逆概率加权的方法构造未知参数的经验对数似然比统计量,证明了所构造的经验对数似然比统计量渐近于X~2分布,利用这个结果可以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 X~2分布 |
Empirical Likelihood Inference for the Parameter of a Linear Error-variable Models with Missing Response |
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Abstract: | The missing response problem in the linear EV(error-variables) models is investigated.Using the inverse probability-weighted method,the empirical log-likelihood ratio statistics for the unknown parameter in the model is constructed.It is proved that the proposed statistics are asymptotically chi-square under some suitable conditions,with this results,the confidence region for the parameter can be constructed. |
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Keywords: | linear EV model missing data linear EV model missing data empirical likelihood chi-square distribution |
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