Showing 1 - 6 of 6
Due to the strikingly resemblance to the normal theory and inference methods, the inverse Gaussian (IG) distribution is commonly applied to model positive and right-skewed data. As the shape parameter in the IG distribution is greatly related to other important quantities such as the mean,...
Persistent link: https://www.econbiz.de/10010937791
In this paper, we investigate checking the adequacy of varying coefficient models with response missing at random. In doing so, we first construct two completed data sets based on imputation and marginal inverse probability weighted methods, respectively. The empirical process-based tests by...
Persistent link: https://www.econbiz.de/10010634335
For longitudinal data, the within-subject covariance matrix plays an important role in statistical inference and it is of great interest to investigate this. In the paper, two kinds of estimators are investigated for the random effect covariance matrix D <Subscript>1</Subscript> and the error variance σ <Superscript>2</Superscript> in linear...</superscript></subscript>
Persistent link: https://www.econbiz.de/10010995129
In this paper, we use the empirical likelihood method to make inferences for the coefficient difference of a two-sample linear regression model with missing response data. The commonly used empirical likelihood ratio is not concave for this problem, so we append a natural and well-explained...
Persistent link: https://www.econbiz.de/10010896475
In this paper, we propose a test on the parametric form of the coefficient functions in the varying coefficient model with missing response. Two groups of completed data sets are constructed by using imputation and inverse probability weighting methods respectively. By noting that the...
Persistent link: https://www.econbiz.de/10010896479
Persistent link: https://www.econbiz.de/10008467025