Empirical likelihood for partially linear single-index models with missing observations

：薛留根教授
：2019-11-29 14:30
：实验楼108

       Speaker：Prof. Liugen Xue

                       Beijing University Of Technology

Title:    Empirical likelihood for partially linear single-index models with missing observations

       Time：29 Nov 2019, 14:30

Location：实验楼108

Abstract:    In this talk, we study the empirical likelihood for a partially linear single-index model with a subset of covariates response missing at random. By using the bias-correction the imputation method, two empirical log-likelihood ratios are proposed such that any of two ratios is asymptotically chi-squared. Two maximum empirical likelihood estimates of the index coefficients the estimator of link function are constructed, their asymptotic distributions optimal convergence rate are obtained. It is proved that our methods yield asymptotically equivalent estimators for the index coefficients. An important feature of our methods is their ability to handle missing response and/or partially missing covariates. In addition, we study the estimation empirical likelihood for two special cases---the single-index model partially linear model with observations are missing at random. A simulation study indicates that the proposed methods are comparable for bias standard deviation, as well as in terms of coverage probabilities average areas (lengths) of confidence regions (intervals). The proposed methods are illustrated by an example of real data.

 Speaker  Introduction：薛留根，二级教授，博士生导师，北京工业大学统计学一级学科博士点负责人。主要学术兼职：中国现场统计研究会理事及生存分析分会副理事长等。主持完成和在研的国家和省部级科研项目15项。出版著作8部，其中4部专著。在包括统计学顶级学术期刊如《Journal of the American Statistical Association》、《Journal of the Royal Statistical Society，Series B》、《The Annals of Statistics》、《Biometrika》等国内外学术期刊上发表学术论文200余篇，其中2篇为高被引论文。以第一完成人获教育部自然科学二等奖和全国统计科学研究优秀成果一等奖各1项。已招收研究生65人，其中博士研究生20人，硕士研究生45人；指导的研究生中1人获北京市优秀博士学位论文及全国优秀博士学位论文提名奖，1人获全国统计科学研究优秀成果博士学位论文二等奖。

 

 

 联系人：王海斌教授