自然科学版
陕西师范大学学报(自然科学版)
数学与计算机科学
响应变量随机缺失下广义线性模型的经验似然
PDF下载 ()
闫莉, 陈夏*
(陕西师范大学 数学与信息科学学院, 陕西 西安710119)
闫莉,女,讲师,博士,主要研究方向为非参数统计。E-mail: lyan@snnu.edu.cn
摘要:
研究响应变量随机缺失下广义线性模型的经验似然推断。首先构造未知参数的经验似然比函数,并证明其渐近分布为卡方分布;其次得到参数的若干估计量并得到了其渐近分布,研究结果可以直接构造参数的置信区间或置信域;最后利用模拟计算验证所提方法的优良性质。
关键词:
经验似然;广义线性模型;缺失数据;置信域
收稿日期:
2014-11-09
中图分类号:
O212.1
文献标识码:
A
文章编号:
1672-4291(2015)03-0001-05doi:10.15983/j.cnki.jsnu.2015.03.131
基金项目:
国家自然科学基金资助项目(11201276); 陕西省自然科学基金资助项目(2014JQ1042); 中央高校基本科研业务费专项资金项目(GK201503012,GK201503015)
Doi:
Empirical likelihood for generalized linear models with missing responses
YAN Li, CHEN Xia*
(School of Mathematics and Information Science, Shaanxi Normal University, Xi′an 710119, Shaanxi, China)
Abstract:
The application of the empirical likelihood method to a generalized linear model with missing responses at random is considered. Firstly, a class of empirical likelihood ratios for the unknown parameter are defined such that any ratio in the class is asymptotically chi-squared. Secondly, a class of estimators for the parameter are 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. Finally, some simulations are conducted to illustrate the proposed methods.
KeyWords:
empirical likelihood; generalized linear models; missing data; confidence region