缺失数据下部分非线性变系数EV模型的统计推断

数学物理学报 ›› 2020, Vol. 40 ›› Issue (2): 460-474.

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

^{北京工业大学应用数理学院北京 100124}

收稿日期:2018-05-18 出版日期:2020-04-26 发布日期:2020-05-21
通讯作者: 马奕佳 E-mail:redbamboo12138@126.com
基金资助:
国家自然科学基金(11971001);北京市自然科学基金(1182002)

Statistical Inference in Partially Nonlinear Varying-Coefficient Errors-in-Variables Models with Missing Responses

Yijia Ma*(),Liugen Xue,Fei Lu

^{College of Applied Sciences, Beijing University of Technology, Beijing 100124}

Received:2018-05-18 Online:2020-04-26 Published:2020-05-21
Contact: Yijia Ma E-mail:redbamboo12138@126.com
Supported by:
the NSFC(11971001);the Beijing Natural Science Foundation(1182002)

摘要/Abstract

摘要：

该文研究了响应变量缺失下半参数部分非线性变系数EV模型的统计推断问题，利用逆概率加权局部纠偏profile最小二乘法构造了模型中非参数分量和参数分量的估计，证明了估计量的渐近正态性.通过数值模拟和实际数据分析，验证了所提出的估计方法是有效的.

关键词: 部分非线性变系数模型, 缺失数据, 局部纠偏, 测量误差, 渐近正态性

Abstract:

This paper considers about the estimation of varying-coefficient partial nonlinear errors-in-variables models with missing responses. Firstly, we develop inverse probability weighted approaches and local bias-corrected restricted profile least squares estimators. Asymptotic normality of estimators is established. Moreover, both simulation results and a real data show that local bias-corrected restricted profile least squares estimated approach are better than the performance ignoring the measurement error.

Key words: Varying-coefficient partial nonlinear model, Missing data, Local bias-corrected restricted profile least-squares approach, Measurement error, Asymptotic normality

中图分类号:

O212.7

马奕佳,薛留根,芦飞. 缺失数据下部分非线性变系数EV模型的统计推断[J]. 数学物理学报, 2020, 40(2): 460-474.

Yijia Ma,Liugen Xue,Fei Lu. Statistical Inference in Partially Nonlinear Varying-Coefficient Errors-in-Variables Models with Missing Responses[J]. Acta mathematica scientia,Series A, 2020, 40(2): 460-474.

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