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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.
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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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