缺失数据下部分非线性变系数EV模型的统计推断  

Statistical Inference in Partially Nonlinear Varying-Coefficient Errors-in-Variables Models with Missing Responses

作　　者：马奕佳 薛留根[1] 芦飞 Ma Yijia;Xue Liugen;Lu Fei(College of Applied Sciences,Beijing University of Technology,Beijing 100124)

机构地区：[1]北京工业大学应用数理学院,北京100124

出　　处：《数学物理学报（A辑）》2020年第2期460-474,共15页Acta Mathematica Scientia

基　　金：国家自然科学基金(11971001);北京市自然科学基金(1182002)。

摘　　要：该文研究了响应变量缺失下半参数部分非线性变系数EV模型的统计推断问题,利用逆概率加权局部纠偏profile最小二乘法构造了模型中非参数分量和参数分量的估计,证明了估计量的渐近正态性.通过数值模拟和实际数据分析,验证了所提出的估计方法是有效的.This paper considers about the estimation of varying-coefficient partial nonlinear errors-in-variables models with missing responses.Firstly,we develop inverse probability weighted approaches and local bias-corrected restricted profile least squares estimators.Asymptotic normality of estimators is established.Moreover,both simulation results and a real data show that local bias-corrected restricted profile least squares estimated approach are better than the performance ignoring the measurement error.

关 键 词：部分非线性变系数模型 缺失数据 局部纠偏 测量误差 渐近正态性 

分 类 号：O212.7[理学—概率论与数理统计]