Empirical likelihood for linear regression models under imputation for missing responses
文献类型：期刊论文
| 作者 | Wang, QH ; Rao, JNK
|
| 刊名 | CANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE
 |
| 出版日期 | 2001-12-01 |
| 卷号 | 29期号:4页码:597-608 |
| 关键词 | confidence intervals empirical likelihood linear regression imputation missing response regression parameters |
| ISSN号 | 0319-5724 |
| 英文摘要 | The authors study the empirical likelihood method for linear regression models. They show that when missing responses are imputed using least squares predictors, the empirical log-likelihood ratio is asymptotically a weighted sum of chi-square variables with unknown weights. They obtain an adjusted empirical log-likelihood ratio which is asymptotically standard chi-square and hence can be used to construct confidence regions. They also obtain a bootstrap empirical log-likelihood ratio and use its distribution to approximate that of the empirical log-likelihood ratio. A simulation study indicates that the proposed methods are comparable in terms of coverage probabilities and average lengths of confidence intervals, and perform better than a normal approximation based method. |
| WOS研究方向 | Mathematics |
| 语种 | 英语 |
| WOS记录号 | WOS:000173921500005 |
| 出版者 | CANADIAN JOURNAL STATISTICS |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/16048]  |
| 专题 | 应用数学研究所 |
| 通讯作者 | Wang, QH |
| 作者单位 | Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100080, Peoples R China |
| 推荐引用方式 GB/T 7714 | Wang, QH,Rao, JNK. Empirical likelihood for linear regression models under imputation for missing responses[J]. CANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE,2001,29(4):597-608. |
| APA | Wang, QH,&Rao, JNK.(2001).Empirical likelihood for linear regression models under imputation for missing responses.CANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE,29(4),597-608. |
| MLA | Wang, QH,et al."Empirical likelihood for linear regression models under imputation for missing responses".CANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE 29.4(2001):597-608. |
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。