截断情况下线性回归模型响应变量均值的经验似然

本文讨论了在带有截断情况的线性回归模型中 ,响应变量均值的估计问题 .将经验似然的方法应用到带有截断情况的回归模型中 ,在估计响应变量的均值时构造了调整的经验似然统计量 ,证明了在一定的条件下 ,该统计量渐近服从 χ2 分布 ,给出了均值的置信区间 ,并与正态下得到的结果进行了比较 ,模拟的结果说明了经验似然的优良性 .

Empirical Likelihood-base Inference in Linear Models with Censored Data

In this paper,we discuss the estimator of the mean of independent variable in the linear regression models with censored data.We apply the empirical likelihood method in the estimate of the confidence of the independent variable with censored data.We define an adjusted empirical likelihood ratio and show that it follows a chi-square distribution.Some simulation studies indicate that we may get better results than those of Normal distribution.