Empirical Likelihood for Response Differences in Two Linear Regression Models with Missing Data  

作　　者：Yong-song QIN Tao QIU Qing-zhu LEI 

机构地区：[1]Department of Mathematics,Guangxi Normal University Guilin

出　　处：《Acta Mathematicae Applicatae Sinica》2015年第4期963-976,共14页应用数学学报（英文版）

基　　金：Supported by the National Natural Science Foundation of China(No.11271088,11361011,11201088);Natural Science Foundation of Guangxi(No.2013GXNSFAA(019004 and 019007),2013GXNSFBA019001)

摘　　要：Oonsider two linear models Xi = U＇β ＋ ei, Yj = V1/2y ＋ ηj with response variables missing at random. In this paper, we assume that X, Y are missing at random （MAR） and use the inverse probability weighted imputation to produce ＇complete＇ data sets for X and Y. Based on these data sets, we construct an empirical likelihood （EL） statistic for the difference of X and Y （denoted as A）, and show that the EL statistic has the limiting distribution of X~, which is used to construct a confidence interval for A. Results of a simulation study on the finite sample performance of EL-based confidence intervals on A are reported.Oonsider two linear models Xi = U＇β ＋ ei, Yj = V1/2y ＋ ηj with response variables missing at random. In this paper, we assume that X, Y are missing at random （MAR） and use the inverse probability weighted imputation to produce ＇complete＇ data sets for X and Y. Based on these data sets, we construct an empirical likelihood （EL） statistic for the difference of X and Y （denoted as A）, and show that the EL statistic has the limiting distribution of X~, which is used to construct a confidence interval for A. Results of a simulation study on the finite sample performance of EL-based confidence intervals on A are reported.

关 键 词：linear model inverse probability weighted imputation empirical likelihood missing at random confidence interval 

分 类 号：O212.1[理学—概率论与数理统计] S572[理学—数学]