• 综合
  • 标题
  • 关键词
  • 摘要
  • 学者
  • 期刊-刊名
  • 期刊-ISSN
  • 会议名称
搜索

作者:

Xue, Liugen (Xue, Liugen.) (学者:薛留根)

收录:

Scopus SCIE

摘要:

The purpose of this article is to use an empirical likelihood method to study the construction of confidence intervals and regions for the parameters of interest in linear regression models with missing response data. A class of empirical likelihood ratios for the parameters of interest are defined such that any of our class of ratios is asymptotically chi-squared. Our approach is to directly calibrate the empirical log-likelihood ratio, and does not need multiplication by an adjustment fact or for the original ratio. Also, a class of estimators for the parameters of interest is constructed, and the asymptotic distributions of the proposed estimators are obtained. Our results can be used directly to construct confidence intervals and regions for the parameters of interest. A simulation study indicates that the proposed methods are comparable in terms of coverage probabilities and average lengths/areas of confidence intervals/regions. An example of a real data set is used for illustrating our methods. (c) 2008 Elsevier Inc. All rights reseved.

关键词:

Confidence interval Linear model Missing response data Regression coefficients Empirical likelihood

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

电子邮件地址:

查看成果更多字段

相关关键词:

来源 :

JOURNAL OF MULTIVARIATE ANALYSIS

ISSN: 0047-259X

年份: 2009

期: 7

卷: 100

页码: 1353-1366

1 . 6 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: 60

SCOPUS被引频次: 64

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:

近30日浏览量: 3

归属院系:

在线人数/总访问数:790/3912903
地址:北京工业大学图书馆(北京市朝阳区平乐园100号 邮编:100124) 联系我们:010-67392185
版权所有:北京工业大学图书馆 站点建设与维护:北京爱琴海乐之技术有限公司