响应变量随机缺失下变系数部分线性模型的借补经验似然推断

Imputation-based Empirical Likelihood for Varying Coefficient Partially Linear Models with Missing Responses at Random

考虑响应变量随机缺失下的变系数部分线性模型的估计问题.利用构造基于借补值的辅助随机向量,给出了参数分量的借补经验对数似然比函数.证明了其渐近服从标准卡方分布,进而给出了参数分量的置信域.

Estimations of the semiparametric varying coefficient partially linear models with missing responses at random are considered. An imputation-based empirical log-likelihood ratio function for the parametric components is proposed, and the asymptotic distribution is proved to be standard chi-squared. Then,the confidence region for the parametric com- ponents is constructed.