Estimation and test of restricted linear EV model with nonignorable missing covariates-中国期刊网

摘要 Thispaperdealswithestimationandtestproceduresforrestrictedlinearerrors-invariables(EV)modelswithnonignorablemissingcovariates.Wedeveloparestrictedweightedcorrectedleastsquares(WCLS)estimatorbasedonthepropensityscore,whichisfittedbyanexponentiallytiltedlikelihoodmethod.Thelimitingdistributionsoftheproposedestimatorsarediscussedwhentiltedparameterisknownorunknown.Totestthevalidityoftheconstraints,weconstructtwotestproceduresbasedoncorrectedresidualsumofsquaresandempiricallikelihoodmethodandderivetheirasymptoticproperties.Numericalstudiesareconductedtoexaminethefinitesampleperformanceofourproposedmethods.

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Estimation and test of restricted linear EV model with nonignorable missing covariates

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Estimation and test of restricted linear EV model with nonignorable missing covariates

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