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  • 标题:Imputed Empirical Likelihood for Varying Coefficient Models with Missing Covariates
  • 本地全文:下载
  • 作者:Peixin Zhao
  • 期刊名称:Open Journal of Applied Sciences
  • 印刷版ISSN:2165-3917
  • 电子版ISSN:2165-3925
  • 出版年度:2013
  • 卷号:3
  • 期号:1B
  • 页码:44-48
  • DOI:10.4236/ojapps.2013.31B1009
  • 出版社:Scientific Research Publishing
  • 摘要:The empirical likelihood-based inference for varying coefficient models with missing covariates is investigated. An imputed empirical likelihood ratio function for the coefficient functions is proposed, and it is shown that iis limiting distribution is standard chi-squared. Then the corresponding confidence intervals for the regression coefficients are constructed. Some simulations show that the proposed procedure can attenuate the effect of the missing data, and performs well for the finite sample.
  • 关键词:Empirical Likelihood; Varying Coefficient Model; Missing Covariate
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