Empirical likelihood-based inference under imputation for missing response data | |
Wang, QH; Rao, JNK | |
刊名 | ANNALS OF STATISTICS
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2002-06-01 | |
卷号 | 30期号:3页码:896-924 |
关键词 | empirical likelihood missing response regression imputation |
ISSN号 | 0090-5364 |
英文摘要 | 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. |
WOS研究方向 | Mathematics |
语种 | 英语 |
出版者 | INST MATHEMATICAL STATISTICS |
WOS记录号 | WOS:000177354600011 |
内容类型 | 期刊论文 |
源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/17878] ![]() |
专题 | 中国科学院数学与系统科学研究院 |
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. |
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