响应变量缺失时纵向数据下变系数部分线性测量误差模型的经验似然推断

将经验似然方法应用于响应变量缺失时纵向数据下变系数部分线性测量模型中兴趣参数置信域,构造了关于参数分量纠衰的分块经验对数似然比函数,进而推导出参数分量纠衰的分块经验似然比统计量及其渐近分布。数据模拟结果表明所提出的经验似然方法在置信区间长度和覆盖率方面要优于正态逼近方法。

Empirical likelihood inferences for longitudinal varying coefficient partially linear error-in-variables models with missing responses

Empirical likelihood inferences for the parameter component in varying coefficient partially linear errors-in-variables models with longitudinal data and missing responses were investigated. A corrected-attenuation block empirical likelihood procedure was used to estimate the unknown parameter vector, and a corrected-attenuation block empirical log-likelihood ratio statistic was suggested and its asymptotic distribution was obtained. Simulation results indicate that our proposed method performs better than the method based on normal approximations in terms of relatively higher coverage probabilities and smaller confidence regions.