缺失响应数据下半参数回归模型的经验似然Empirical likelihood for semiparametric regression model with missing response data

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estimating the baseline function is avoided, and the existing data-driven algorithm is also valid for selecting an optimal bandwidth

Our approach is to directly calibrate the empirical log-likelihood ratio so that the resulting ratio is asymptotically chi-squared

Also, a class of estimators for the parameters of interest are constructed, their asymptotic distributions are obtained, and the consistent estimators of asymptotic bias and variance are provided

Our results can be used to construct the confidence intervals for the parameters of interest

A simulation study is undertaken to compare the empirical likelihood with the normal approximation-based method in terms of coverage accuracies and average lengths of confidence intervals

Keywords： Confidence interval;Empirical likelihood;Missing response data; Regression coefficient;Semiparametric regression model 下载PDF阅读器 PDF全文下载：初稿（ 241 ）作者简介：通信联系人：【收录情况】中国科技论文在线：薛留根

缺失响应数据下半参数回归模型的经验似然[EB/OL]

北京：中国科技论文在线

）摘要：为构造经验似然比, 利用纠偏技术研究了缺失响应数据下半参数回归模型

我们对回归系数、基准函数和响应均值的推断感兴趣

定义了一类兴趣参数的经验似然比函数, 以致避免了为估计基准函数而做的欠光滑, 现有的数据驱动算法可以被用来选择最优窗宽

我们的方法是直接校准经验似然比, 以致使得到的比是渐近卡方的

此外, 我们也构造了兴趣参数的估计量, 得到了它们的渐近分布, 并给出了渐近偏差和方差的相合估计

我们的结果可以被直接用来构造兴趣参数的置信域

通过模拟比较了经验似然与正态逼近方法在置信区间的长度和覆盖精度上的优劣

关键词：置信区间

） Abstract： A bias-corrected technique for constructing empirical likelihood ratio is used to study a semiparametric regression model with missing response data

We are interested in inference for the regression coefficients, the baseline function and the response mean

A class of empirical likelihood ratio functions for the parameters of interest are defined so that the undersmoothing for

经验似然