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Empirical likelihood for linear regression models with missing responses
- Source :
-
Statistics & Probability Letters . Jun2009, Vol. 79 Issue 11, p1391-1396. 6p. - Publication Year :
- 2009
-
Abstract
- Abstract: To make inference on in a linear regression model with missing responses, Wang and Rao [Wang, Q., Rao, J.N.K., 2001. Empirical likelihood for linear regression models under imputation for missing responses. Canad. J. Statist. 29, 597–608.] constructed an empirical likelihood (EL) statistic based on the ‘complete’ data set after linear regression imputation which is asymptotically a sum of weighted variables with unknown weights. In this paper, we use a new method to produce a ‘complete’ data set for . Based on this data set, we construct an EL statistic on , and show that the EL statistic has the limiting distribution of which is used to construct confidence region on without adjustment. Results of a simulation study on the finite sample performance of EL-based confidence region on are reported. [Copyright &y& Elsevier]
Details
- Language :
- English
- ISSN :
- 01677152
- Volume :
- 79
- Issue :
- 11
- Database :
- Academic Search Index
- Journal :
- Statistics & Probability Letters
- Publication Type :
- Periodical
- Accession number :
- 39346283
- Full Text :
- https://doi.org/10.1016/j.spl.2009.03.002