Empirical Likelihood for Multidimensional Linear Model with Missing Responses.pdfVIP

Hindawi Publishing Corporation Journal of Probability and Statistics Volume 2012, Article ID 473932, 13 pages doi:10.1155/2012/473932 Research Article Empirical Likelihood for Multidimensional Linear Model with Missing Responses Liping Zhu Department of Mathematics, Changji College, Changji, Xinjiang 831100, China Correspondence should be addressed to Liping Zhu, lipingzhu2002@163.com Received 20 June 2011; Accepted 4 January 2012 Academic Editor: Rongling Wu Copyright q 2012 Liping Zhu. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited. Imputation is a popular technique for handling missing data especially for plenty of missing values. Usually, the empirical log-likelihood ratio statistic under imputation is asymptotically scaled chi-squared because the imputing data are not i.i.d. Recently, a bias-corrected technique is used to study linear regression model with missing response data, and the resulting empirical likelihood ratio is asymptotically chi-squared. However, it may suffer from the “the curse of high dimension” in multidimensional linear regression models for the nonparametric estimator of selec- tion probability function. In this paper, a parametric selection probability function is introduced to avoid the dimension problem. With the similar bias-corrected method, the proposed empirical like- lihood statistic is asymptotically chi-squared when the selection probability is specified correctly and even asymptotically scaled chi-squared when specified incorrectly. In addition, our empirical likelihood estimator is always consistent whether t