带有随机缺失数据的广义半参数模型的借补估计

李志强;薛留根;

数学学报 ›› 2009 ›› Issue (02) : 95-102.

数学学报 ›› 2009 ›› Issue (02) : 95-102. DOI: 10.12386/A2009sxxb0035
无栏目

带有随机缺失数据的广义半参数模型的借补估计

    李志强;薛留根;
作者信息 +

The Imputation Estimation of Generalized Seiparametric Models with Data Missing at Random

    Zhi Qiang LI Liu Gen XUE College of Sciences,Beijing University of Chemical Technology,Beijing 100029,P.R.China College of Applied Sciences,Beijing University of Technology,Beijing 100022,P.R.China
Author information +
文章历史 +

摘要

在响应变量随机缺失时,运用借补拟似然方法估计广义半参数模型的未知参数和非参数回归函数,验证了所给出的估计具有渐近正态性,并进行了模拟研究.通过模拟结果可知,本文通过回归方法借补缺失值,再利用全部数据进行估计的方法比完整个体分析的方法要好.

Abstract

We propose a local imputation quasi-likelihood estimator for generalized semiparametric models when the responses are missing at random.Furthermore,we get the asymptotically normal of the estimator with given the asymptotic biases and variances of the estimation.Through simulation we can see that the imputation estimation is better than complete case estimation.

关键词

随机缺失 / 借补估计 / 广义半参数模型

Key words

generalized semiparametric models / missing at random / imputation estimation

引用本文

导出引用
李志强;薛留根;. 带有随机缺失数据的广义半参数模型的借补估计. 数学学报, 2009(02): 95-102 https://doi.org/10.12386/A2009sxxb0035
Zhi Qiang LI Liu Gen XUE College of Sciences,Beijing University of Chemical Technology,Beijing 100029,P.R.China College of Applied Sciences,Beijing University of Technology,Beijing 100022,P.R.China. The Imputation Estimation of Generalized Seiparametric Models with Data Missing at Random. Acta Mathematica Sinica, Chinese Series, 2009(02): 95-102 https://doi.org/10.12386/A2009sxxb0035

91

Accesses

0

Citation

Detail

段落导航
相关文章

/