In this paper, three smoothed empirical log-likelihood ratio functions for the parameters of nonlinear models with missing response are suggested. Under some regular conditions, the corresponding Wilks phenomena are o...In this paper, three smoothed empirical log-likelihood ratio functions for the parameters of nonlinear models with missing response are suggested. Under some regular conditions, the corresponding Wilks phenomena are obtained and the confidence regions for the parameter can be constructed easily.展开更多
This paper deals with estimation and test procedures for restricted linear errors-invariables(EV) models with nonignorable missing covariates. We develop a restricted weighted corrected least squares(WCLS) estimator b...This paper deals with estimation and test procedures for restricted linear errors-invariables(EV) models with nonignorable missing covariates. We develop a restricted weighted corrected least squares(WCLS) estimator based on the propensity score, which is fitted by an exponentially tilted likelihood method. The limiting distributions of the proposed estimators are discussed when tilted parameter is known or unknown. To test the validity of the constraints,we construct two test procedures based on corrected residual sum of squares and empirical likelihood method and derive their asymptotic properties. Numerical studies are conducted to examine the finite sample performance of our proposed methods.展开更多
文摘In this paper, three smoothed empirical log-likelihood ratio functions for the parameters of nonlinear models with missing response are suggested. Under some regular conditions, the corresponding Wilks phenomena are obtained and the confidence regions for the parameter can be constructed easily.
基金Supported by the Zhejiang Provincial Natural Science Foundation of China(LY15A010019)National Natural Science Foundation of China(11501250)
文摘This paper deals with estimation and test procedures for restricted linear errors-invariables(EV) models with nonignorable missing covariates. We develop a restricted weighted corrected least squares(WCLS) estimator based on the propensity score, which is fitted by an exponentially tilted likelihood method. The limiting distributions of the proposed estimators are discussed when tilted parameter is known or unknown. To test the validity of the constraints,we construct two test procedures based on corrected residual sum of squares and empirical likelihood method and derive their asymptotic properties. Numerical studies are conducted to examine the finite sample performance of our proposed methods.