EMPIRICAL LIKELIHOOD FOR ESTIMATING EQUATIONS WITH MISSING VALUES

• 成果类型: Article
• 署名作者: Wang, Dong; Chen, Song Xi
• 署名单位: University of Nebraska System; University of Nebraska Lincoln; Iowa State University; Peking University
• 刊物名称: ANNALS OF STATISTICS
• ISSN/ISSBN: 0090-5364
• DOI: 10.1214/07-AOS585
• 发表日期: 2009
• 页码: 490-517
• 关键词: GENERALIZED LINEAR-MODELS; Semiparametric Efficiency; regression-models; imputation; score

摘要

We consider an empirical likelihood inference for parameters defined by general estimating equations when some components of the random observations are subject to missingness. As the nature of the estimating equations is wide-ranging, we propose a nonparametric imputation of the missing values from a kernel estimator of the conditional distribution of the missing variable given the always observable variable. The empirical likelihood is used to construct a profile likelihood for the parameter of interest. We demonstrate that the proposed nonparametric imputation can remove the selection bias in the missingness and the empirical likelihood leads to more efficient parameter estimation. The proposed method is further evaluated by simulation and an empirical study on a genetic dataset on recombinant inbred mice.