Empirical Likelihood for Multidimensional Linear Model with Missing Responses
Author
Source
Journal of Probability and Statistics
Issue
Vol. 2012, Issue 2012 (31 Dec. 2012), pp.1-13, 13 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2012-03-27
Country of Publication
Egypt
No. of Pages
13
Main Subjects
Abstract 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.
American Psychological Association (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
Modern Language Association (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
American Medical Association (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
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-474385