缺失数据下部分非线性变系数EV模型的统计推断
马奕佳,薛留根,芦飞

Statistical Inference in Partially Nonlinear Varying-Coefficient Errors-in-Variables Models with Missing Responses
Yijia Ma,Liugen Xue,Fei Lu
表 1 基于完全情况数据下参数$\beta$的估计结果
$\sigma_e^{2} = 0.1^{2}$ $\sigma_e^{2} = 0.5^{2}$
$n$ $\beta$ Bias SD MSE Bias SD MSE
$100$ $\hat{\beta}_1$ -0.0016 0.0114 1.334e-04 -0.0170 0.1045 0.0112
$\hat{\beta}_2$ 0.0008 0.0146 2.148e-04 0.0141 0.1053 0.0113
$200$ $\hat{\beta}_1$ 0.0001 0.0050 2.546e-05 -0.0005 0.0051 2.697e-05
$\hat{\beta}_2$ -0.0004 0.0066 4.418e-05 -0.0008 0.0081 6.685e-05
$400$ $\hat{\beta}_1$ -0.0001 0.0022 4.916e-06 -0.0004 0.0026 6.698e-06
$\hat{\beta}_2$ -0.0001 0.0027 7.188e-06 -0.0001 0.0025 6.395e-06