具有随机缺失响应变量的广义半参数模型

Generalized partially linear models with missing data

在响应变量随机缺失条件下,研究了广义半参数模型的拟似然估计方法,给出了缺失数据下的未知参数与非参数回归函数的拟似然估计,进一步求出了估计的渐近偏差和渐近方差,并证明了所给出的拟似然估计具有渐近正态性。

A local quasi-likelihood estimator for generalized semi-parametric models when the responses are missing at random is proposed. It is shown that the asymptotic biases are the same as when there no data are missing, while the variances are generally different. Furthermore, we demonstrate that the estimator has asymptotically normal properties.