Empirical likelihood for the response mean of generalized linear models with missing at random responses

被引:0
|
作者
Liu, Xiaohui [1 ,2 ]
机构
[1] Jiangxi Univ Finance & Econ, Sch Stat, Nanchang 330013, Jiangxi, Peoples R China
[2] Jiangxi Univ Finance & Econ, Res Ctr Appl Stat, Nanchang, Jiangxi, Peoples R China
基金
中国国家自然科学基金;
关键词
Empirical likelihood; Generalized linear models; Missing at random; Response mean; INFERENCE;
D O I
10.1080/03610918.2014.957844
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
In this article, we present a new empirical likelihood ratio for constructing the confidence interval of the response mean of generalized linear models with missing at random responses. Compared with the existing methods, the proposal can avoid the so-called curse of dimensionality problem when the dimension of covariates is high, and is still chi-squared distributed asymptotically, nevertheless. Simulation studies are also provided to illustrate the performance of the developed method.
引用
收藏
页码:164 / 173
页数:10
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