缺失数据下估计方程的经验似然推断

祝丽萍

系统科学与数学 ›› 2013, Vol. 33 ›› Issue (7) : 766-776.

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PDF(405 KB)
系统科学与数学 ›› 2013, Vol. 33 ›› Issue (7) : 766-776. DOI: 10.12341/jssms12129
论文

缺失数据下估计方程的经验似然推断

    祝丽萍
作者信息 +

EMPIRICAL LIKELIHOOD FOR ESTIMATING EQUATION WITH MISSING DATA

    ZHU Liping
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摘要

将逆概率加权法和推广的逆概率加权法用于缺失数据下估计方程经验似然推断中,得到两种参数估计的渐近性质.同时可以得到两种方法所对应的估计方程是无偏的,相应的经验似然统计量都渐近卡方分布,从而避免的调整经验似然.数值模拟也进一步显示了两种方法的优势.

Abstract

The inverse probability weighting and the argument inverse probabil-ity weighting are used in empirical likelihood inference for estimating equations with
missing data and the asymptotic results are obtained. At the same, it can be seen that the corresponding estimating equations are unbiased and the two empirical like- lihood statistics are asymptotically chi-square distribution, ths avoiding the adjust- ment empirical likelihood. Numerical simulations further show the advanages of both methods.

关键词

估计方程 / 经验似然 / 缺失数据 / 插值.

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祝丽萍. 缺失数据下估计方程的经验似然推断. 系统科学与数学, 2013, 33(7): 766-776. https://doi.org/10.12341/jssms12129
ZHU Liping. EMPIRICAL LIKELIHOOD FOR ESTIMATING EQUATION WITH MISSING DATA. Journal of Systems Science and Mathematical Sciences, 2013, 33(7): 766-776 https://doi.org/10.12341/jssms12129
中图分类号: 62G05   
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