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作者:

Xue, Liugen (Xue, Liugen.) (学者:薛留根)

收录:

Scopus SCIE

摘要:

A kernel regression imputation method for missing response data is developed. A class of bias-corrected empirical log-likelihood ratios for the response mean is defined. It is shown that any member of our class of ratios is asymptotically chi-squared, and the corresponding empirical likelihood confidence interval for the response mean is constructed. Our ratios share some of the desired features of the existing methods: they are self-scale invariant and no plug-in estimators for the adjustment factor and asymptotic variance are needed; when estimating the non-parametric function in the model, undersmoothing to ensure root-n consistency of the estimator for the parameter is avoided. Since the range of bandwidths contains the optimal bandwidth for estimating the regression function, the existing data-driven algorithm is valid for selecting an optimal bandwidth. We also study the normal approximation-based method. A simulation study is undertaken to compare the empirical likelihood with the normal approximation method in terms of coverage accuracies and average lengths of confidence intervals.

关键词:

kernel regression imputation method missing at random bandwidth empirical likelihood response mean confidence interval

作者机构:

  • [ 1 ] Beijing Univ Technol, Coll Appl Sci, Beijing 100124, Peoples R China

通讯作者信息:

  • 薛留根

    [Xue, Liugen]Beijing Univ Technol, Coll Appl Sci, Beijing 100124, Peoples R China

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来源 :

SCANDINAVIAN JOURNAL OF STATISTICS

ISSN: 0303-6898

年份: 2009

期: 4

卷: 36

页码: 671-685

1 . 0 0 0

JCR@2022

ESI学科: MATHEMATICS;

JCR分区:2

中科院分区:1

被引次数:

WoS核心集被引频次: 43

SCOPUS被引频次: 44

ESI高被引论文在榜: 0 展开所有

万方被引频次:

中文被引频次:

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