缺失数据下半参数回归模型的经验似然推断

Empirical Likelihood Inference for Semiparametric Regression Model with Missing Response Data

针对响应变量缺失下的半参数回归模型,构造模型中未知参数的经验对数似然比统计量,证明了所提出的统计量具有渐近2χ分布,由此构造未知参数的置信域,并就置信域的覆盖概率及区间长度方面,通过模拟研究与最小二乘法进行优劣比较.

Based on the semiparametric regression model with random missing response data,we construct the empirical log-likelihood ratio statistic for the unknown parameter. It is shown that the proposed statistics have the asymptotic chi-square distribution, and hence it can be used to construct the confidence region of the parameter. A simulation study is carried out to compare the proposed methods with least-squares method in terms of the confidence regions and its coverage probabilities.