Empirical likelihood for quantile regression models with response data missing at random

doi:10.1515/math-2017-0028

CORC > 兰州理工大学 > 兰州理工大学

	Empirical likelihood for quantile regression models with response data missing at random
	Luo, S.1,2; Pang, Shuxia 3
刊名	OPEN MATHEMATICS
	2017-03-27
卷号	15 页码:317-330
关键词	Quantile regression Empirical likelihood Missing response data Confidence interval
ISSN号	2391-5455
DOI	10.1515/math-2017-0028
英文摘要	This paper studies quantile linear regression models with response data missing at random. A quantile empirical-likelihood-based method is proposed firstly to study a quantile linear regression model with response data missing at random. It follows that a class of quantile empirical log-likelihood ratios including quantile empirical likelihood ratio with complete-case data, weighted quantile empirical likelihood ratio and imputed quantile empirical likelihood ratio are defined for the regression parameters. Then, a bias-corrected quantile empirical log-likelihood ratio is constructed for the mean of the response variable for a given quantile level. It is proved that these quantile empirical log-likelihood ratios are asymptotically chi(2) distribution. Furthermore, a class of estimators for the regression parameters and the mean of the response variable are constructed, and the asymptotic normality of the proposed estimators is established. Our results can be used directly to construct the confidence intervals (regions) of the regression parameters and the mean of the response variable. Finally, simulation studies are conducted to assess the finite sample performance and a real-world data set is analyzed to illustrate the applications of the proposed method.
资助项目	Natural Science Foundation of Shaanxi Province of China[2016JM1009]
WOS研究方向	Mathematics
语种	英语
出版者	DE GRUYTER OPEN LTD
WOS记录号	WOS:000403238500001
状态	已发表
内容类型	期刊论文
源URL	[http://119.78.100.223/handle/2XXMBERH/33329]
专题	兰州理工大学
通讯作者	Luo, S.
作者单位	1.Xian Polytech Univ, Sch Sci, Xian 710048, Shaanxi, Peoples R China 2.Xi An Jiao Tong Univ, Sch Math & Stat, Xian 710049, Shaanxi, Peoples R China 3.Lanzhou Univ Technol, Sch Comp & Commun, Lanzhou 730000, Gansu, Peoples R China
推荐引用方式 GB/T 7714	Luo, S.,Pang, Shuxia. Empirical likelihood for quantile regression models with response data missing at random[J]. OPEN MATHEMATICS,2017,15:317-330.
APA	Luo, S.,&Pang, Shuxia.(2017).Empirical likelihood for quantile regression models with response data missing at random.OPEN MATHEMATICS,15,317-330.
MLA	Luo, S.,et al."Empirical likelihood for quantile regression models with response data missing at random".OPEN MATHEMATICS 15(2017):317-330.