| 引用本文： |
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刘妍,李英华,秦永松,李剑君.缺失数据情形下半参数回归模型的二阶段估计[J].广西科学,2009,16(3):268-273. [点击复制]
- LIU Yan,LI Ying-hua,QIN Yong-song,LI Jian-jun.Two Step Estimators for Parameters in a Semi-parametric Regression Model with Missing Data[J].Guangxi Sciences,2009,16(3):268-273. [点击复制]
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| 摘要: |
| 在响应变量有缺失的不完全数据情形下,利用二阶段估计方法得到半参数回归模型Y=X'β+g(T)+e中参数β和非参数g(·)的估计,并给出估计渐近正态性的充分条件. |
| 关键词: 半参数回归模型 缺失数据 二阶段估计 渐进正态性 |
| DOI： |
| 投稿时间：2009-03-05 |
| 基金项目: |
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| Two Step Estimators for Parameters in a Semi-parametric Regression Model with Missing Data |
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LIU Yan1, LI Ying-hua2, QIN Yong-song2, LI Jian-jun2
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| (1.Foreign Language School Attached to Guangxi Normal University, Guilin, Guangxi, 541004, China;2.School of Mathematical Sciences, Guangxi Normal University, Guilin, Guangxi, 541004, China) |
| Abstract: |
| In the case of incomplete samples where the response variable is missing at random, we employ a two-step method to estimate β and g (·) in a semiparametric model Y=X'β+g (T)+e, and obtain the asymptotic distributions of the estimators. |
| Key words: semiparametric model missing data two step estimator asymptotic normality |
