Song Cai：Empirical Likelihood Inference based on Estimation Equations for Complex Surveys with Data Missing at Random

时间：2016年12月23日(周五)上午10:00-11:00

地点：闵行校区统计楼103室

报告人：Song Cai,Assistant Professor,Carleton University

题目：Empirical Likelihood Inference based on Estimation Equations for Complex Surveys with Data Missing at Random

摘要：

We propose an empirical likelihood (EL) method for constructing confidence intervals on population parameters defined by an estimation equation (EE) with data from complex surveys that are missing at random.Instead of imputing the original data,we impute the EE using a fractional random imputation with fixed number of draws.We then construct an EL ratio based on the imputed EE and show that this ratio has a chi-bar-square limiting distribution in general.We also show that,in the special case when no missing data are present,the proposed EL ratio has a simple chi-square limiting distribution under probability proportional to size sampling with replacement.Moreover,we propose a proper bootstrap procedure to approximate the limiting distribution of the EL ratio for constructing confidence intervals on the parameters of interest.