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Abstract:
A bias-corrected technique for constructing the empirical likelihood ratio is used to study a semiparametric regression model with missing response data. We are interested in inference for the regression coefficients, the baseline function and the response mean. A class of empirical likelihood ratio functions for the parameters of interest is defined so that undersmoothing for estimating the baseline function is avoided. The existing data-driven algorithm is also valid for selecting an optimal bandwidth. Our approach is to directly calibrate the empirical log-likelihood ratio so that the resulting ratio is asymptotically chi-squared. Also, a class of estimators for the parameters of interest is constructed, their asymptotic distributions are obtained, and consistent estimators of asymptotic bias and variance are provided. Our results can be used to construct confidence intervals and bands for the parameters of interest. A simulation study is undertaken to compare the empirical likelihood with the normal approximation-based method in terms of coverage accuracies and average lengths of confidence intervals. An example for an AIDS clinical trial data set is used for illustrating our methods. (C) 2010 Elsevier Inc. All rights reserved.
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JOURNAL OF MULTIVARIATE ANALYSIS
ISSN: 0047-259X
Year: 2011
Issue: 4
Volume: 102
Page: 723-740
1 . 6 0 0
JCR@2022
ESI Discipline: MATHEMATICS;
JCR Journal Grade:2
CAS Journal Grade:3
Cited Count:
WoS CC Cited Count: 28
SCOPUS Cited Count: 28
ESI Highly Cited Papers on the List: 0 Unfold All
WanFang Cited Count:
Chinese Cited Count:
30 Days PV: 9
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