 Empirical likelihood for linear models with missing responsesLiugen Xue Journal of Multivariate Analysis, 2009, vol. 100, issue 7, 1353-1366 Abstract: The purpose of this article is to use an empirical likelihood method to study the construction of confidence intervals and regions for the parameters of interest in linear regression models with missing response data. A class of empirical likelihood ratios for the parameters of interest are defined such that any of our class of ratios is asymptotically chi-squared. Our approach is to directly calibrate the empirical log-likelihood ratio, and does not need multiplication by an adjustment factor for the original ratio. Also, a class of estimators for the parameters of interest is constructed, and the asymptotic distributions of the proposed estimators are obtained. Our results can be used directly to construct confidence intervals and regions for the parameters of interest. A simulation study indicates that the proposed methods are comparable in terms of coverage probabilities and average lengths/areas of confidence intervals/regions. An example of a real data set is used for illustrating our methods. Keywords: Confidence; interval; Empirical; likelihood; Linear; model; Missing; response; data; Regression; coefficients (search for similar items in EconPapers) Downloads: (external link) Related works: Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text Persistent link: https://EconPapers.repec.org/RePEc:eee:jmvana:v:100:y:2009:i:7:p:1353-1366 Ordering information: This journal article can be ordered from Access Statistics for this article Journal of Multivariate Analysis is currently edited by de Leeuw, J. More articles in Journal of Multivariate Analysis from Elsevier |
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