Statistical Inference for Partially Linear Varying Coefficient Quantile Models with Missing Responses

oleh: Yuxin Yan, Shuanghua Luo, Cheng-yi Zhang

Format: Article
Diterbitkan: MDPI AG 2022-10-01

Deskripsi

The construction of confidence intervals is investigated for the partially linear varying coefficient quantile model with missing random responses. Combined with quantile regression, an imputation-based empirical likelihood method is proposed to construct confidence intervals for parametric and varying coefficient components. Then, it is proved that the proposed empirical log-likelihood ratios are asymptotically Chi-square in theory. Finally, the symmetry confidence intervals of the parametric components and the point-by-point confidence intervals of the varying coefficient components are constructed in the simulation studies to demonstrate further that the proposed method yields smaller confidence intervals and higher coverage probabilities.