| 摘要: |
| 通过研究随机缺失响应变量的半参数变系数部分非线性模型，对模型中的各个参数进行估计；通过将线性近似方法与随机缺失响应变量的变系数部分非线性模型的样条估计方程相结合来估计模型中的未知参数，并验证了所得估计量的渐近性质；最后，通过进行两组模拟来验证估计过程的合理性，评估所提出的估计方法的性能，并根据不同的数据量做出估计精确度的对比；结果表明，两个步骤在有限样本中表现良好，随着样本数据量的增加及缺失率的降低，估计的精确性提高。 |
| 关键词: 变系数部分非线性模型 样条估计 线性近似 数据缺失 |
| DOI： |
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| Estimation for Semiparametric Varying coefficient Partially Nonlinear Model with Missing Response at Random |
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ZHANG Wen jia
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| Abstract: |
| By studying the semiparametric varying coefficient partially nonlinear model with missing response at random， the parameters in the model are estimated. The unknown parameters in the model are estimated by combining the linear approximation with the spline estimating equations for varying coefficient partially nonlinear models with missing response at random， and the asymptotic properties of the resulting estimators are established. Finally， two simulations were conducted to test the procedures and assess the performance of the proposed estimating. The results show that the two procedures perform well in finite samples， with the increase of the sample size and the decrease of the missing rate， the accuracy of the estimation is improved. |
| Key words: varying coefficient partially nonlinear model spline estimator linear approximation missing data |
