Qing-zhu Lei,Yong-song Qin School of Mathematical Sciences,Guangxi Normal University,Guilin,Guangxi 541004,China
Abstract:
Empirical likelihood (EL) ratio statistic on θ = g(x) is constructed based on the inverse probability weighted imputation approach in a nonparametric regression model Y = g(x)+ɛ (x ∈ [0, 1]p) with fixed designs and missing responses, which asymptotically has χ12 distribution. This result is used to obtain a EL based confidence interval on θ.