The missing response problem in single-index models is studied, and a bias-correction method to infer the index coefficients is developed. Two weighted empirical log-likelihood ratios with asymptotic chisquare are der...The missing response problem in single-index models is studied, and a bias-correction method to infer the index coefficients is developed. Two weighted empirical log-likelihood ratios with asymptotic chisquare are derived, and the corresponding empirical likelihood confidence regions for the index coefficients are constructed. In addition, the estimators of the index coefficients and the link function are defined, and their asymptotic normalities are proved. A simulation study is conducted to compare the empirical likelihood and the normal approximation based method in terms of coverage probabilities and average lengths of confidence intervals. A real example illustrates our methods.展开更多
Generalized linear measurement error models, such as Gaussian regression, Poisson regression and logistic regression, are considered. To eliminate the effects of measurement error on parameter estimation, a corrected ...Generalized linear measurement error models, such as Gaussian regression, Poisson regression and logistic regression, are considered. To eliminate the effects of measurement error on parameter estimation, a corrected empirical likelihood method is proposed to make statistical inference for a class of generalized linear measurement error models based on the moment identities of the corrected score function. The asymptotic distribution of the empirical log-likelihood ratio for the regression parameter is proved to be a Chi-squared distribution under some regularity conditions. The corresponding maximum empirical likelihood estimator of the regression parameter π is derived, and the asymptotic normality is shown. Furthermore, we consider the construction of the confidence intervals for one component of the regression parameter by using the partial profile empirical likelihood. Simulation studies are conducted to assess the finite sample performance. A real data set from the ACTG 175 study is used for illustrating the proposed method.展开更多
基金supported by National Natural Science Foundation of China(Grant Nos.11571025 and 11331011)the BCMIIS,the Ph D Program Foundation of Ministry of Education of China(Grant No.20121103110004)the Beijing Natural Science Foundation(Grant Nos.1142003 and L140003)
文摘The missing response problem in single-index models is studied, and a bias-correction method to infer the index coefficients is developed. Two weighted empirical log-likelihood ratios with asymptotic chisquare are derived, and the corresponding empirical likelihood confidence regions for the index coefficients are constructed. In addition, the estimators of the index coefficients and the link function are defined, and their asymptotic normalities are proved. A simulation study is conducted to compare the empirical likelihood and the normal approximation based method in terms of coverage probabilities and average lengths of confidence intervals. A real example illustrates our methods.
基金supported by National Natural Science Foundation of China(Grant Nos.11301569,11471029 and 11101014)the Beijing Natural Science Foundation(Grant No.1142002)+2 种基金the Science and Technology Project of Beijing Municipal Education Commission(Grant No.KM201410005010)Hong Kong Research Grant(Grant No.HKBU202711)Hong Kong Baptist University FRG Grants(Grant Nos.FRG2/11-12/110 and FRG1/13-14/018)
文摘Generalized linear measurement error models, such as Gaussian regression, Poisson regression and logistic regression, are considered. To eliminate the effects of measurement error on parameter estimation, a corrected empirical likelihood method is proposed to make statistical inference for a class of generalized linear measurement error models based on the moment identities of the corrected score function. The asymptotic distribution of the empirical log-likelihood ratio for the regression parameter is proved to be a Chi-squared distribution under some regularity conditions. The corresponding maximum empirical likelihood estimator of the regression parameter π is derived, and the asymptotic normality is shown. Furthermore, we consider the construction of the confidence intervals for one component of the regression parameter by using the partial profile empirical likelihood. Simulation studies are conducted to assess the finite sample performance. A real data set from the ACTG 175 study is used for illustrating the proposed method.
