Empilrical likelihood for non-parametric regression models with missing responses: Multiple design case

被引:2
作者
Lei, Qing-Zhu [1 ]
Qin, Yong-Song [1 ]
机构
[1] Guangxi Normal Univ, Sch Math Sci, Guilin 541004, Guangxi, Peoples R China
来源
ACTA MATHEMATICAE APPLICATAE SINICA-ENGLISH SERIES | 2011年 / 27卷 / 01期
基金
中国国家自然科学基金;
关键词
Nonparametric regression; empirical likelihood; missing at random; confidence interval; EMPIRICAL LIKELIHOOD; LINEAR-MODELS; INFERENCE;
D O I
10.1007/s10255-011-0035-4
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
Empirical likelihood (EL) ratio statistic on theta = g(x) is constructed based on the inverse probability weighted imputation approach in a nonparametric regression model Y = g(x)+E > (x a [0, 1] (p) ) with fixed designs and missing responses, which asymptotically has chi (1) (2) distribution. This result is used to obtain a EL based confidence interval on theta.
引用
收藏
页码:1 / 12
页数:12
相关论文
共 17 条
[1]  
C, 2000, BIOMETRIKA, V87, P946
[2]   NONPARAMETRIC FUNCTION RECOVERING FROM NOISY OBSERVATIONS [J].
GEORGIEV, AA ;
GREBLICKI, W .
JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 1986, 13 (01) :1-14
[3]   CONSISTENT NONPARAMETRIC MULTIPLE-REGRESSION - THE FIXED DESIGN CASE [J].
GEORGIEV, AA .
JOURNAL OF MULTIVARIATE ANALYSIS, 1988, 25 (01) :100-110
[4]  
GEORGIEV AA, 1989, STAT PROBABILITY LET, V7, P35
[5]   METHODOLOGY AND ALGORITHMS OF EMPIRICAL LIKELIHOOD [J].
HALL, P ;
LASCALA, B .
INTERNATIONAL STATISTICAL REVIEW, 1990, 58 (02) :109-127
[6]  
Hall P., 2013, BOOTSTRAP EDGEWORTH
[7]  
LEI Q, 2008, CONFIDENCE INT UNPUB
[8]   Estimation in partially linear models with missing covariates [J].
Liang, H ;
Wang, SJ ;
Robins, JM ;
Carroll, RJ .
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 2004, 99 (466) :357-367
[9]  
Little R. J. A., 1987, STAT ANAL MISSING DA
[10]   EMPIRICAL LIKELIHOOD RATIO CONFIDENCE-REGIONS [J].
OWEN, A .
ANNALS OF STATISTICS, 1990, 18 (01) :90-120