协变量缺失下线性EV模型中参数的经验似然推断

Empirical Likelihood Inference for the Parameter in Linear EV Model with Missing Covariates

考虑协变量缺失下线性EV模型中参数的经验似然推断问题,利用逆概率加权的方法构造未知参数的估计函数。在一定条件下,证明了构造的估计函数其经验似然比趋于一个标准的卡方分布。利用这个结果可以构造参数的置信域。

The empirical likelihood inference for the parameter in linear EV model with missing covariates is considered.Using the inverse probability-weighted method,the estimating function for the unknown parameter is constructed.The empirical log-likelihood ratio based on the newly constructed estimating function is proved,under some suitable conditions,to be a standard chi-square distribution asymptotically.With this result,the confidence region for the parameter can be constructed.