带有缺失数据的广义半参数模型的均值借补估计

The Mean Imputation Estimators of Generalized Semiparametric Models with Missing Data

摘要: 本文在响应变量随机缺失时, 给出了广义半参数模型中响应变量的2个均值拟似然借补估计. 证明了它们具有渐近正态性, 给出了估计的渐近偏差与渐近方差, 并进行模拟比较.

Abstract: We develop two local quasi-likelihood imputation estimators for mean in a generalized semiparametric models when response variables are missing at random. It is shown that the proposed mean imputation estimators are asymptotically normal.