Empirical likelihood for varying coefficient partially nonlinear model with missing responses
2021
In this paper, we consider the statistical inferences for varying coefficient partially nonlinear model with missing responses. Firstly, we employ the profile nonlinear least squares estimation based on the weighted imputation method to estimate the unknown parameter and the nonparametric function, meanwhile the asymptotic normality of the resulting estimators is proved. Secondly, we consider empirical likelihood inferences based on the weighted imputation method for the unknown parameter and nonparametric function, and propose an empirical log-likelihood ratio function for the unknown parameter vector in the nonlinear function and a residual-adjusted empirical log-likelihood ratio function for the nonparametric component, meanwhile construct relevant confidence regions. Thirdly, the response mean estimation is also studied. In addition, simulation studies are conducted to examine the finite sample performance of our methods, and the empirical likelihood approach based on the weighted imputation method (IEL) is further applied to a real data example.
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