Empirical likelihood for linear regression models under imputation for missing responses

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	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.