Masaq Index
arXiv 2010-05-18 0 views

Random nonlinear model with missing responses

Ciuperca, Gabriela

Original · EN

A nonlinear model with response variable missing at random is studied. In order to improve the coverage accuracy, the empirical likelihood ratio (EL) method is considered. The asymptotic distribution of EL statistic and also of its approximation is χ² if the parameters are estimated using least squares(LS) or least absolute deviation(LAD) method on complete data. When the response are reconstituted using a semiparametric method, the empirical log-likelihood associated on imputed data is also asymptotically χ². The Wilk's theorem for EL for parameter on response variable is also satisfied. It is shown via Monte Carlo simulations that the EL methods outperform the normal approximation based method in terms of coverage probability up to and including on the reconstituted data. The advantages of the proposed method are exemplified on the real data.

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