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作者:

Xue, Liugen (Xue, Liugen.) (学者:薛留根) | Zhang, Jinghua (Zhang, Jinghua.)

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EI Scopus SCIE

摘要:

In this paper, we study the empirical likelihood for a partially linear single-index model with a subset of covariates and response missing at random. By using the bias correction and the imputation method, two empirical log-likelihood ratios are proposed such that any of two ratios is asymptotically chi-squared. Two maximum empirical likelihood estimates of the index coefficients and the estimator of link function are constructed, their asymptotic distributions and optimal convergence rate are obtained. It is proved that our methods yield asymptotically equivalent estimators for the index coefficients. An important feature of our methods is their ability to handle missing response and/or partially missing covariates. In addition, we study the estimation and empirical likelihood for two special cases the single-index model and partially linear model with observations are missing at random. A simulation study indicates that the proposed methods are comparable for bias and standard deviation, as well as in terms of coverage probabilities and average areas (lengths) of confidence regions (intervals). The proposed methods are illustrated by an example of real data. (C) 2019 Elsevier B.V. All rights reserved.

关键词:

Bias-correction Confidence region Empirical likelihood Imputation method Missing at random

作者机构:

  • [ 1 ] [Xue, Liugen]Beijing Univ Technol, Coll Appl Sci, Beijing 100124, Peoples R China
  • [ 2 ] [Zhang, Jinghua]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 :

COMPUTATIONAL STATISTICS & DATA ANALYSIS

ISSN: 0167-9473

年份: 2020

卷: 144

1 . 8 0 0

JCR@2022

ESI学科: MATHEMATICS;

ESI高被引阀值:15

JCR分区:2

被引次数:

WoS核心集被引频次: 6

SCOPUS被引频次: 7

ESI高被引论文在榜: 0 展开所有

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中文被引频次:

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