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调查抽样中使用经验似然的半参数分数插补法。

Semiparametric fractional imputation using empirical likelihood in survey sampling.

作者信息

Chen Sixia, Kim Jae Kwang

出版信息

Stat Theory Relat Fields. 2017;1(1):69-81. doi: 10.1080/24754269.2017.1328244. Epub 2017 Jun 1.

Abstract

The empirical likelihood method is a powerful tool for incorporating moment conditions in statistical inference. We propose a novel application of the empirical likelihood for handling item nonresponse in survey sampling. The proposed method takes the form of fractional imputation (Kim, 2011) but it does not require parametric model assumptions. Instead, only the first moment condition based on a regression model is assumed and the empirical likelihood method is applied to the observed residuals to get the fractional weights. The resulting semiparametric fractional imputation provides [Formula: see text]-consistent estimates for various parameters. Variance estimation is implemented using a jackknife method. Two limited simulation studies are presented to compare several imputation estimators.

摘要

经验似然方法是在统计推断中纳入矩条件的有力工具。我们提出了经验似然在处理调查抽样中项目无回答问题方面的一种新应用。所提出的方法采用分数插补的形式(Kim,2011),但它不需要参数模型假设。相反,仅假设基于回归模型的一阶矩条件,并将经验似然方法应用于观测残差以获得分数权重。由此产生的半参数分数插补为各种参数提供了[公式:见正文]一致估计。方差估计通过刀切法实现。给出了两个有限的模拟研究以比较几种插补估计量。

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