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 2 基于逆概率加权法考虑测量误差和忽略测量误差情况下得到的参数估计的表现

$\hat{\beta}^{HT}$ $\hat{\beta}^{NE}$ $\beta$ $\sigma_e^{2}$ $n$ Bias SD MSE Bias SD MSE $\beta_1$ $0.1^{2}$ $100$ -0.0013 0.0091 8.558e-05 0.0105 0.0142 3.112e-04 $200$ -0.0007 0.0045 2.117e-05 0.0068 0.0057 7.865e-05 $400$ 0.0003 0.0016 2.614e-06 -0.0008 0.0027 8.244e-06 $0.5^{2}$ $100$ 0.0019 0.0093 9.010e-05 0.0114 0.0147 3.461e-04 $ 200$ -0.0008 0.0052 2.843e-05 0.0062 0.0065 8.049e-05 $400$ 0.0002 0.0018 3.443e-06 0.0048 0.0051 4.916e-05 $\beta_2$ $0.1^{2}$ $100$ 0.0001 0.0116 1.345e-04 0.0022 0.0155 2.451e-04 $200$ 0.0003 0.0065 4.240e-05 -0.0009 0.0071 5.114e-05 $400$ -0.0004 0.0019 3.881e-06 0.0003 0.0039 1.557e-05 $0.5^{2}$ $100$ -0.0016 0.0138 1.930e-04 0.0026 0.0274 7.575e-04 $200$ -0.0007 0.0065 4.382e-05 0.0014 0.0112 1.271e-04 $400$ -0.0001 0.0026 7.035e-06 0.0004 0.0048 2.353e-05