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Medientyp:
E-Artikel
Titel:
Semiparametric Model-Based Inference in the Presence of Missing Responses
Beteiligte:
Wang, Qihua;
Dai, Pengjie
Erschienen:
Biometrika Trust, University College London, 2008
Erschienen in:Biometrika
Sprache:
Englisch
ISSN:
0006-3444
Entstehung:
Anmerkungen:
Beschreibung:
<p>We consider a semiparametric model that parameterizes the conditional density of the response, given covariates, but allows the marginal distribution of the covariates to be completely arbitrary. Responses may be missing. A likelihood-based imputation estimator and a semi-empirical-likelihood-based estimator for the parameter vector describing the conditional density are defined and proved to be asymptotically normal. Semi-empirical loglikelihood functions for the parameter vector and the response mean are derived. It is shown that the two semi-empirical loglikelihood functions are distributed asymptotically as weighted χ² and scaled χ², respectively.</p>