数据缺失下线性EV模型响应变量均值的经验似然置信区间

Empirical Likelihood Confidence Intervals of the Mean of Response Variable for a Linear EV Model with Missing Data

考虑了响应变量随机缺失情形下的线性EV模型,构造了响应变量均值的两种经验对数似然比统计量,即估计的经验对数似然比统计量和调整的经验对数似然比统计量,证明了所构造的经验似然比统计量渐近于χ2分布,所得结果可以用来构造置信区间.

A linear EV model with missing data is investigated.Two empirical log-likelihood ratio statistics for the mean of response variable are proposed.It is proved that the proposed statistics are asymptotically chi-square under some mild conditions,and hence can be used to construct the confidence intervals.