Acta mathematica scientia,Series A ›› 2012, Vol. 32 ›› Issue (1): 233-245.

• Articles • Previous Articles     Next Articles

Empirical Likelihood Confidence Regions of Parameters in Nonlinear EV Models under Missing Data

 LIU Qiang, XUE Liu-Gen   

  1. School of Statistics, Capital University of Economics and Business, Beijing 100070|College of Applied Sciences, Beijing University of Technology, Beijing 100022
  • Received:2009-05-20 Revised:2011-03-07 Online:2012-02-25 Published:2012-02-25
  • Supported by:

    国家社科基金项目(10CTJ001)、北京市教委社科计划项目(SM201110038014)和北京市属高等学校人才强教计划-中青年骨干人才培养计划(PHR201008214)资助

Abstract:

The missing response problem in the nonlinear EV(error-in-variables) models is considered, where the explanatory variate X is erroneously measured. With the help of val-idation data, two empirical log-likelihood ratio statistics for the unknown parameters in the model are proposed. It is proved that the proposed statistics are asymptotically chi-square distribution under some mild conditions, and hence can be used to constructing the confidence regions of the parameters.

Key words: Nonlinear EV models, Empirical likelihood, Validation data, Missing data

CLC Number: 

  • 62G05
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