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Author:

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

Indexed by:

EI Scopus SCIE

Abstract:

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.

Keyword:

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

Author Community:

  • [ 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

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 :

COMPUTATIONAL STATISTICS & DATA ANALYSIS

ISSN: 0167-9473

Year: 2020

Volume: 144

1 . 8 0 0

JCR@2022

ESI Discipline: MATHEMATICS;

ESI HC Threshold:46

Cited Count:

WoS CC Cited Count: 7

SCOPUS Cited Count: 10

ESI Highly Cited Papers on the List: 0 Unfold All

WanFang Cited Count:

Chinese Cited Count:

30 Days PV: 3

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