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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.
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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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