Empirical Likelihood for Multidimensional Linear Model with Missing Responses

المؤلف

Zhu, Liping

المصدر

Journal of Probability and Statistics

العدد

المجلد 2012، العدد 2012 (31 ديسمبر/كانون الأول 2012)، ص ص. 1-13، 13ص.

الناشر

Hindawi Publishing Corporation

تاريخ النشر

2012-03-27

دولة النشر

مصر

عدد الصفحات

13

التخصصات الرئيسية

الرياضيات

الملخص EN

Imputation is a popular technique for handling missing data especially for plenty of missing values.

Usually, the empirical log-likelihood ratio statistic under imputation is asymptotically scaled chi-squared because the imputing data are not i.i.d.

Recently, a bias-corrected technique is used to study linear regression model with missing response data, and the resulting empirical likelihood ratio is asymptotically chi-squared.

However, it may suffer from the “the curse of high dimension” in multidimensional linear regression models for the nonparametric estimator of selection probability function.

In this paper, a parametric selection probability function is introduced to avoid the dimension problem.

With the similar bias-corrected method, the proposed empirical likelihood statistic is asymptotically chi-squared when the selection probability is specified correctly and even asymptotically scaled chi-squared when specified incorrectly.

In addition, our empirical likelihood estimator is always consistent whether the selection probability is specified correctly or not, and will achieve full efficiency when specified correctly.

A simulation study indicates that the proposed method is comparable in terms of coverage probabilities.

نمط استشهاد جمعية علماء النفس الأمريكية (APA)

Zhu, Liping. 2012. Empirical Likelihood for Multidimensional Linear Model with Missing Responses. Journal of Probability and Statistics،Vol. 2012, no. 2012, pp.1-13.
https://search.emarefa.net/detail/BIM-474385

نمط استشهاد الجمعية الأمريكية للغات الحديثة (MLA)

Zhu, Liping. Empirical Likelihood for Multidimensional Linear Model with Missing Responses. Journal of Probability and Statistics No. 2012 (2012), pp.1-13.
https://search.emarefa.net/detail/BIM-474385

نمط استشهاد الجمعية الطبية الأمريكية (AMA)

Zhu, Liping. Empirical Likelihood for Multidimensional Linear Model with Missing Responses. Journal of Probability and Statistics. 2012. Vol. 2012, no. 2012, pp.1-13.
https://search.emarefa.net/detail/BIM-474385

نوع البيانات

مقالات

لغة النص

الإنجليزية

الملاحظات

Includes bibliographical references

رقم السجل

BIM-474385