摘要
考虑协变量缺失下线性模型中兴趣参数的经验似然推断,利用逆概率加权的方法构造未知参数的估计函数。在一定条件下,证明了基于本文构造的估计函数的经验对数似然比趋于一个标准的卡方分布,利用这个结果可以构造参数的置信域。最后,通过数值模拟,进一步验证了结论的正确性。
The empirical likelihood inference for the parameter of interest in a linear model with missing covariates is considered. Using the inverse probability-weighted method, the estimating function for the unknown parameter is constructed. The empirical log-likelihood ratio based on our estimating function is proved, under some suitable conditions, to be a standard chi-square distribution asymptotically. With this result, the confidence region for the parameter can be constructed. Finany, the result is further verified through some numerical simulations.
出处
《山东大学学报（理学版）》
CAS
CSCD
北大核心
2011年第1期92-96,共5页
Journal of Shandong University(Natural Science)
基金
山东省自然科学基金资助项目(Q2008A04)
关键词
线性模型
估计函数
经验似然
置信域
linear model
estimating function
empirical likelihood
confidence region
