Empirical likelihood-based inference under imputation for missing response data

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	Empirical likelihood-based inference under imputation for missing response data
	Wang, QH; Rao, JNK
	2002-06-01
发表期刊	ANNALS OF STATISTICS
ISSN	0090-5364
卷号	30 期号:3 页码:896-924
摘要	Inference under kernel regression imputation for missing response data is considered. An adjusted empirical likelihood approach to inference for the mean of the response variable is developed. A nonparametric version of Wilks' theorem is proved for the adjusted empirical log-likelihood ratio by showing that it has an asymptotic standard chi-squared distribution, and the corresponding empirical likelihood confidence interval for the mean is constructed. With auxiliary information, an empirical likelihood-based estimator is defined and an adjusted empirical log-likelihood ratio is derived. Asymptotic normality of the estimator is proved. Also, it is shown that the adjusted empirical log-likelihood ratio obeys Wilks' theorem. A simulation study is conducted to compare the adjusted empirical likelihood and the normal approximation methods in terms of coverage accuracies and average lengths of confidence intervals. Based on biases and standard errors, a comparision is also made by simulation between the empirical likelihood-based estimator and related estimators. Our simulation indicates that the adjusted empirical likelihood method performs competitively and that the use of auxiliary information provides improved inferences.
关键词	empirical likelihood missing response regression imputation
语种	英语
WOS研究方向	Mathematics
WOS类目	Statistics & Probability
WOS记录号	WOS:000177354600011
出版者	INST MATHEMATICAL 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/17879
专题	应用数学研究所
通讯作者	Wang, QH
作者单位	1.Chinese Acad Sci, Inst Appl Math, Acad Math & Syst Sci, Beijing 100080, Peoples R China 2.Peking Univ, Dept Probabil & Stat, Beijing 100871, Peoples R China 3.Carleton Univ, Sch Math & Stat, Ottawa, ON K1S 5B6, Canada
推荐引用方式 GB/T 7714	Wang, QH,Rao, JNK. Empirical likelihood-based inference under imputation for missing response data[J]. ANNALS OF STATISTICS,2002,30(3):896-924.
APA	Wang, QH,&Rao, JNK.(2002).Empirical likelihood-based inference under imputation for missing response data.ANNALS OF STATISTICS,30(3),896-924.
MLA	Wang, QH,et al."Empirical likelihood-based inference under imputation for missing response data".ANNALS OF STATISTICS 30.3(2002):896-924.