Open Journal of Applied Sciences

Volume 3, Issue 1 (April 2013)

ISSN Print: 2165-3917   ISSN Online: 2165-3925

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Imputed Empirical Likelihood for Varying Coefficient Models with Missing Covariates

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DOI: 10.4236/ojapps.2013.31B1009    7,214 Downloads   8,698 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.

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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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