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Gini coefficient is among the most popular and widely used measures of income inequality in economic studies, with various extensions and applications in finance and other related areas. This paper studies confidence intervals on the Gini coefficient for simple random samples, using normal...
Persistent link: https://www.econbiz.de/10008866337
Persistent link: https://www.econbiz.de/10008783962
Bayesian methods for inference on finite population means and other parameters by using sample survey data face hurdles in all three phases of the inferential procedure: the formulation of a likelihood function, the choice of a prior distribution and the validity of posterior inferences under...
Persistent link: https://www.econbiz.de/10008670654
To make inference on in a linear regression model with missing responses, Wang and Rao [Wang, Q., Rao, J.N.K., 2001. Empirical likelihood for linear regression models under imputation for missing responses. Canad. J. Statist. 29, 597-608.] constructed an empirical likelihood (EL) statistic based...
Persistent link: https://www.econbiz.de/10005023227
Item nonresponse occurs frequently in sample surveys and other applications. Imputation is commonly used to fill in the missing item values in a random sample {Yi;i=1,...,n}. Fractional linear regression imputation, based on the model with independent zero mean errors [epsilon]i, is used to...
Persistent link: https://www.econbiz.de/10005153075
This paper considers generalized partially linear models. We propose empirical likelihood-based statistics to construct confidence regions for the parametric and non-parametric components. The resulting statistics are shown to be asymptotically chi-square distributed. Finite-sample performance...
Persistent link: https://www.econbiz.de/10008537083
We explore the use of estimating equations for efficient statistical inference in case of missing data. We propose a semiparametric efficient empirical likelihood approach, and show that the empirical likelihood ratio statistic and its profile counterpart asymptotically follow central chi-square...
Persistent link: https://www.econbiz.de/10010600377
In this paper, we discuss the construction of the confidence intervals for the regression vector [beta] in a linear model under negatively associated errors. It is shown that the blockwise empirical likelihood (EL) ratio statistic for [beta] is asymptotically [chi]2-type distributed. The result...
Persistent link: https://www.econbiz.de/10008861550
Persistent link: https://www.econbiz.de/10010947839
Woodruff (1952) proposed a simple confidence interval for quantiles in complex surveys based upon inverting the usual confidence intervals for the distribution function. In the moderate to extreme tail regions of the distribution function the usual confidence interval performs poorly for...
Persistent link: https://www.econbiz.de/10005259114