KMS Of Academy of mathematics and systems sciences, CAS
Empirical likelihood for linear regression models under imputation for missing responses | |
Wang, QH; Rao, JNK | |
2001-12-01 | |
发表期刊 | CANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE |
ISSN | 0319-5724 |
卷号 | 29期号:4页码:597-608 |
摘要 | The authors study the empirical likelihood method for linear regression models. They show that when missing responses are imputed using least squares predictors, the empirical log-likelihood ratio is asymptotically a weighted sum of chi-square variables with unknown weights. They obtain an adjusted empirical log-likelihood ratio which is asymptotically standard chi-square and hence can be used to construct confidence regions. They also obtain a bootstrap empirical log-likelihood ratio and use its distribution to approximate that of the empirical log-likelihood ratio. A simulation study indicates that the proposed methods are comparable in terms of coverage probabilities and average lengths of confidence intervals, and perform better than a normal approximation based method. |
关键词 | confidence intervals empirical likelihood linear regression imputation missing response regression parameters |
语种 | 英语 |
WOS研究方向 | Mathematics |
WOS类目 | Statistics & Probability |
WOS记录号 | WOS:000173921500005 |
出版者 | CANADIAN JOURNAL STATISTICS |
引用统计 | |
文献类型 | 期刊论文 |
条目标识符 | http://ir.amss.ac.cn/handle/2S8OKBNM/16049 |
专题 | 应用数学研究所 |
通讯作者 | Wang, QH |
作者单位 | Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100080, Peoples R China |
推荐引用方式 GB/T 7714 | Wang, QH,Rao, JNK. Empirical likelihood for linear regression models under imputation for missing responses[J]. CANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE,2001,29(4):597-608. |
APA | Wang, QH,&Rao, JNK.(2001).Empirical likelihood for linear regression models under imputation for missing responses.CANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE,29(4),597-608. |
MLA | Wang, QH,et al."Empirical likelihood for linear regression models under imputation for missing responses".CANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE 29.4(2001):597-608. |
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