摘要
为了提高估计的稳健性,基于协变量平衡倾向得分和增强的逆概率加权方法,得到了响应变量随机缺失下部分线性模型总体均值的稳健估计,证明了相应估计量具有渐近正态性,利用所得结果构造了总体均值的置信区间.
To improve the robustness of an estimator,based on the covariate balancing propensity score and the augmented inverse probability weighted methods,a robust estimator of the population mean was obtained for the partially linear model,when the responses were missing at random. It is proved that the proposed estimator is asymptotically normal,and hence it can be applied to constructing the confidence region of the population mean.
出处
《北京工业大学学报》
CAS
CSCD
北大核心
2017年第2期313-319,共7页
Journal of Beijing University of Technology
基金
国家自然科学基金资助项目(11571025)
关键词
部分线性模型
随机缺失
协变量平衡倾向得分
广义矩估计
增强的逆概率加权
稳健估计
partially linear model
missing at random
covariate balancing propensity score
generalized method of moments（GMM）
augmented inverse probability weighted
robust estimation
