缺失数据下部分非线性变系数EV模型的统计推断
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马奕佳,薛留根,芦飞
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Statistical Inference in Partially Nonlinear Varying-Coefficient Errors-in-Variables Models with Missing Responses
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Yijia Ma,Liugen Xue,Fei Lu
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表 1 基于完全情况数据下参数β的估计结果
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| | σ2e=0.12 | | | σ2e=0.52 | | | n | β | Bias | SD | MSE | Bias | SD | MSE | 100 | ˆβ1 | -0.0016 | 0.0114 | 1.334e-04 | -0.0170 | 0.1045 | 0.0112 | | ˆβ2 | 0.0008 | 0.0146 | 2.148e-04 | 0.0141 | 0.1053 | 0.0113 | 200 | ˆβ1 | 0.0001 | 0.0050 | 2.546e-05 | -0.0005 | 0.0051 | 2.697e-05 | | ˆβ2 | -0.0004 | 0.0066 | 4.418e-05 | -0.0008 | 0.0081 | 6.685e-05 | 400 | ˆβ1 | -0.0001 | 0.0022 | 4.916e-06 | -0.0004 | 0.0026 | 6.698e-06 | | ˆβ2 | -0.0001 | 0.0027 | 7.188e-06 | -0.0001 | 0.0025 | 6.395e-06 |
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