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Empirical likelihood for response differences in two linear regression models with missing data

Empirical likelihood for response differences in two linear regression models with missing data Consider two linear models X i = U′ i β + ε i Y j = V′ j γ + η j with response variables missing at random. In this paper, we assume that X, Y are missing at random (MAR) and use the inverse probability weighted imputation to produce ‘complete’ data sets for X and Y. Based on these data sets, we construct an empirical likelihood (EL) statistic for the difference of X and Y (denoted as Δ), and show that the EL statistic has the limiting distribution of χ 1 2 , which is used to construct a confidence interval for Δ. Results of a simulation study on the finite sample performance of EL-based confidence intervals on Δ are reported. http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png Acta Mathematicae Applicatae Sinica Springer Journals

Empirical likelihood for response differences in two linear regression models with missing data

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Publisher
Springer Journals
Copyright
Copyright © 2015 by Institute of Applied Mathematics, Academy of Mathematics and System Sciences, Chinese Academy of Sciences and Springer-Verlag Berlin Heidelberg
Subject
Mathematics; Applications of Mathematics; Math Applications in Computer Science; Theoretical, Mathematical and Computational Physics
ISSN
0168-9673
eISSN
1618-3932
DOI
10.1007/s10255-015-0516-y
Publisher site
See Article on Publisher Site

Abstract

Consider two linear models X i = U′ i β + ε i Y j = V′ j γ + η j with response variables missing at random. In this paper, we assume that X, Y are missing at random (MAR) and use the inverse probability weighted imputation to produce ‘complete’ data sets for X and Y. Based on these data sets, we construct an empirical likelihood (EL) statistic for the difference of X and Y (denoted as Δ), and show that the EL statistic has the limiting distribution of χ 1 2 , which is used to construct a confidence interval for Δ. Results of a simulation study on the finite sample performance of EL-based confidence intervals on Δ are reported.

Journal

Acta Mathematicae Applicatae SinicaSpringer Journals

Published: Nov 3, 2015

References