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Author:

Xue, Liugen (Xue, Liugen.) (Scholars:薛留根)

Indexed by:

Scopus SCIE

Abstract:

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.

Keyword:

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

Author Community:

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

Reprint Author's Address:

  • 薛留根

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

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Source :

SCANDINAVIAN JOURNAL OF STATISTICS

ISSN: 0303-6898

Year: 2009

Issue: 4

Volume: 36

Page: 671-685

1 . 0 0 0

JCR@2022

ESI Discipline: MATHEMATICS;

JCR Journal Grade:2

CAS Journal Grade:1

Cited Count:

WoS CC Cited Count: 43

SCOPUS Cited Count: 44

ESI Highly Cited Papers on the List: 0 Unfold All

WanFang Cited Count:

Chinese Cited Count:

30 Days PV: 9

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