| 协变量缺失下线性模型中参数的经验似然推断 |
| |
| 引用本文： | 王秀丽,盖玉洁,林路.协变量缺失下线性模型中参数的经验似然推断[J].山东大学学报(理学版),2011,46(1):92-96. |
| |
| 作者姓名： | 王秀丽 盖玉洁 林路 |
| |
| 作者单位： | 1. 山东师范大学数学院,山东,济南,250014;山东大学数学院,山东,济南,250100
2. 山东大学数学院,山东,济南,250100 |
| |
| 基金项目： | 山东省自然科学基金资助项目 |
| |
| 摘 要： | 考虑协变量缺失下线性模型中兴趣参数的经验似然推断,利用逆概率加权的方法构造未知参数的估计函数。在一定条件下,证明了基于本文构造的估计函数的经验对数似然比趋于一个标准的卡方分布,利用这个结果可以构造参数的置信域。最后,通过数值模拟,进一步验证了结论的正确性。
|
| 关 键 词： | 线性模型 估计函数 经验似然 置信域 |
Empirical likelihood inference for the parameter in a linear model with missing covariates |
| |
| WANG Xiu-li,GAI Yu-jie,LIN Lu.Empirical likelihood inference for the parameter in a linear model with missing covariates[J].Journal of Shandong University,2011,46(1):92-96. |
| |
| Authors: | WANG Xiu-li GAI Yu-jie LIN Lu |
| |
| Institution: | WANG Xiu-li1,2,GAI Yu-jie2,LIN Lu2(1.School of Mathematical Science,Shandong Normal University,Jinan 250014,Shandong,China,2.School of Mathematical Science,Shandong University,Jinan 250100,China) |
| |
| Abstract: | The empirical likelihood inference for the parameter of interest in a linear model with missing covariates is considered.Using the inverse probability-weighted method,the estimating function for the unknown parameter is constructed.The empirical log-likelihood ratio based on our estimating function is proved,under some suitable conditions,to be a standard chi-square distribution asymptotically.With this result,the confidence region for the parameter can be constructed.Finany,the result is further verified t... |
| |
| Keywords: | linear model estimating function empirical likelihood confidence region |
| 本文献已被 CNKI 万方数据 等数据库收录！ |
|
