摘要
在响应变量随机缺失时,研究了半参数变系数模型响应变量均值的借补估计.首先利用完整个体估计模型中的参数与非参数部分,然后再用借补方法与加权借补方法估计响应变量的均值.最后求出了估计的渐近偏差与渐近方差,研究了所得到的估计的渐近性质,并进行模拟比较.
We develop imputation estimators of mean of responses for semiparametric varying- coefficient model with response variables missing at random. The local linear estimation and complete case are used to estimate the model. the mean of the response. It is shown that the with given asymptoyically bias and variance.
出处
《数学的实践与认识》
CSCD
北大核心
2006年第10期191-196,共6页
Mathematics in Practice and Theory
基金
国家自然科学基金(10571008)
北京市教委科技发展计划(KM200510005009)
关键词
随机缺失
半参数变系数模型
加权借补估计
渐近正态性
missing at random imputation estimators
asymptotically Then imputation estimators is used to estimate proposed estimators are asymptoyically normal semiparametric varying-coefficient model
weighted normal
