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Author:

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

Indexed by:

Scopus SCIE

Abstract:

The purpose of this article is to use an empirical likelihood method to study the construction of confidence intervals and regions for the parameters of interest in linear regression models with missing response data. A class of empirical likelihood ratios for the parameters of interest are defined such that any of our class of ratios is asymptotically chi-squared. Our approach is to directly calibrate the empirical log-likelihood ratio, and does not need multiplication by an adjustment fact or for the original ratio. Also, a class of estimators for the parameters of interest is constructed, and the asymptotic distributions of the proposed estimators are obtained. Our results can be used directly to construct confidence intervals and regions for the parameters of interest. A simulation study indicates that the proposed methods are comparable in terms of coverage probabilities and average lengths/areas of confidence intervals/regions. An example of a real data set is used for illustrating our methods. (c) 2008 Elsevier Inc. All rights reseved.

Keyword:

Confidence interval Linear model Missing response data Regression coefficients Empirical likelihood

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 :

JOURNAL OF MULTIVARIATE ANALYSIS

ISSN: 0047-259X

Year: 2009

Issue: 7

Volume: 100

Page: 1353-1366

1 . 6 0 0

JCR@2022

ESI Discipline: MATHEMATICS;

JCR Journal Grade:2

CAS Journal Grade:1

Cited Count:

WoS CC Cited Count: 63

SCOPUS Cited Count: 64

ESI Highly Cited Papers on the List: 0 Unfold All

WanFang Cited Count:

Chinese Cited Count:

30 Days PV: 6

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