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Imputed Empirical Likelihood for Varying Coefficient Models with Missing Covariates

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DOI: 10.4236/ojapps.2013.31B1009    4,787 Downloads   5,851 Views  
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ABSTRACT

The empirical likelihood-based inference for varying coefficient models with missing covariates is investigated. An imputed empirical likelihood ratio function for the coefficient functions is proposed, and it is shown that iis limiting distribution is standard chi-squared. Then the corresponding confidence intervals for the regression coefficients are constructed. Some simulations show that the proposed procedure can attenuate the effect of the missing data, and performs well for the finite sample.

Conflicts of Interest

The authors declare no conflicts of interest.

Cite this paper

P. Zhao, "Imputed Empirical Likelihood for Varying Coefficient Models with Missing Covariates," Open Journal of Applied Sciences, Vol. 3 No. 1B, 2013, pp. 44-48. doi: 10.4236/ojapps.2013.31B1009.

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