Empirical likelihood-based inference under imputation for missing response data
文献类型：期刊论文
| 作者 | Wang, QH ; Rao, JNK
|
| 刊名 | ANNALS OF STATISTICS
 |
| 出版日期 | 2002-06-01 |
| 卷号 | 30期号:3页码:896-924 |
| 关键词 | empirical likelihood missing response regression imputation |
| ISSN号 | 0090-5364 |
| 英文摘要 | Inference under kernel regression imputation for missing response data is considered. An adjusted empirical likelihood approach to inference for the mean of the response variable is developed. A nonparametric version of Wilks' theorem is proved for the adjusted empirical log-likelihood ratio by showing that it has an asymptotic standard chi-squared distribution, and the corresponding empirical likelihood confidence interval for the mean is constructed. With auxiliary information, an empirical likelihood-based estimator is defined and an adjusted empirical log-likelihood ratio is derived. Asymptotic normality of the estimator is proved. Also, it is shown that the adjusted empirical log-likelihood ratio obeys Wilks' theorem. A simulation study is conducted to compare the adjusted empirical likelihood and the normal approximation methods in terms of coverage accuracies and average lengths of confidence intervals. Based on biases and standard errors, a comparision is also made by simulation between the empirical likelihood-based estimator and related estimators. Our simulation indicates that the adjusted empirical likelihood method performs competitively and that the use of auxiliary information provides improved inferences. |
| WOS研究方向 | Mathematics |
| 语种 | 英语 |
| WOS记录号 | WOS:000177354600011 |
| 出版者 | INST MATHEMATICAL STATISTICS |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/17878]  |
| 专题 | 应用数学研究所 |
| 通讯作者 | Wang, QH |
| 作者单位 | 1.Chinese Acad Sci, Inst Appl Math, Acad Math & Syst Sci, Beijing 100080, Peoples R China 2.Peking Univ, Dept Probabil & Stat, Beijing 100871, Peoples R China 3.Carleton Univ, Sch Math & Stat, Ottawa, ON K1S 5B6, Canada |
| 推荐引用方式 GB/T 7714 | Wang, QH,Rao, JNK. Empirical likelihood-based inference under imputation for missing response data[J]. ANNALS OF STATISTICS,2002,30(3):896-924. |
| APA | Wang, QH,&Rao, JNK.(2002).Empirical likelihood-based inference under imputation for missing response data.ANNALS OF STATISTICS,30(3),896-924. |
| MLA | Wang, QH,et al."Empirical likelihood-based inference under imputation for missing response data".ANNALS OF STATISTICS 30.3(2002):896-924. |
入库方式： OAI收割
来源：数学与系统科学研究院
浏览0
下载0
收藏0
其他版本
除非特别说明，本系统中所有内容都受版权保护，并保留所有权利。