响应变量随机缺失下广义线性模型的经验似然

摘要

研究响应变量随机缺失下广义线性模型的经验似然推断。首先构造未知参数的经验似然比函数，并证明其渐近分布为卡方分布；其次得到参数的若干估计量并得到了其渐近分布，研究结果可以直接构造参数的置信区间或置信域；最后利用模拟计算验证所提方法的优良性质。%The application of the empirical likelihood method to a generalized linear model with missing responses at random is considered.Firstly,a class of empirical likelihood ratios for the unknown parameter are defined such that any ratio in the class is asymptotically chi-squared.Sec-ondly,a class of estimators for the parameter are constructed and the asymptotic distributions of the proposed estimators are obtained.Our results can be used directly to construct confidence in-tervals and regions for the parameters of interest.Finally,some simulations are conducted to il-lustrate the proposed methods.