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J4 ›› 2010, Vol. 45 ›› Issue (8): 123-126.

• 论文 • 上一篇    

核实数据下响应变量缺失的线性模型均值估计

宇世航   

  1. 齐齐哈尔大学理学院, 黑龙江 齐齐哈尔161006
  • 收稿日期:2009-10-26 出版日期:2010-08-16 发布日期:2010-09-16
  • 作者简介:宇世航(1972-),女,硕士,副教授,主要研究方向为数理统计、概率极限理论.Email: qqhrysh@163.com
  • 基金资助:

    黑龙江省教育厅科学技术研究项目(11551543)

Estimators of mean of linear errors-in-variables models under validation data for missing response data

YU Shi-hang   

  1. Department of Maths,Qiqihar University, Qiqihar 161006, Heilongjiang, China
  • Received:2009-10-26 Online:2010-08-16 Published:2010-09-16

摘要:

借助核实数据,构造了回归系数的最小二乘估计,然后用借补方法和加权借补方法估计响应变量的均值,最后证明了估计量的渐近正态性。

关键词: 随机缺失;线性EV模型;加权借补估计;渐近正态性

Abstract:

Least squares estimate for the unknown regression coefficients are constructed with the help of validation data. Then imputation estimators is used to estimate the mean of the response. It is shown that the proposed estimators are asymptoyically normal.

Key words: missing atrandom; linear errors-in-variables model; weighted imputation estimators; asymptotically normal

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