跳至主要内容

Empirical Likelihood Diagnosis of Modal Linear Regression Models

Read full paper at:
http://www.scirp.org/journal/PaperInformation.aspx?PaperID=50264#.VDNZsVfHRK0

Author(s)  
In this paper, we investigate the empirical likelihood diagnosis of modal linear regression models. The empirical likelihood ratio function based on modal regression estimation method for the regression coefficient is introduced. First, the estimation equation based on empirical likelihood method is established. Then, some diagnostic statistics are proposed. At last, we also examine the performance of proposed method for finite sample sizes through simulation study.
Cite this paper
Wang, S. , Zheng, L. and Dai, J. (2014) Empirical Likelihood Diagnosis of Modal Linear Regression Models. Journal of Applied Mathematics and Physics, 2, 948-952. doi: 10.4236/jamp.2014.210107. 
 

[1] Muller, D.W. and Sawitzki, G. (1991) Excess Mass Estimates and Tests for Multimodality. Journal of the American Statistical Association, 86, 738-746.
[2] Scott, D.W. (1992) Multivariate Density Estimation: Theory, Practice and Visualization. Wiley, New York.
http://dx.doi.org/10.1002/9780470316849
[3] Friedman, J.H. and Fisher, N.I. (1999) Bump Hunting in High-Dimensional Data. Statistics and Computing, 9, 123-143.
http://dx.doi.org/10.1023/A:1008894516817
[4] Chaudhuri, P. and Marron, J.S. (1999) Sizer for Exploration of Structures in Curves. Journal of the American Statistical Association, 94, 807-823. http://dx.doi.org/10.1080/01621459.1999.10474186
[5] Fisher, N.I. and Marron, J.S. (2001) Mode Testing via the Excess Mass Estimate. Biometrika, 88, 499-517.
http://dx.doi.org/10.1093/biomet/88.2.499
[6] Davies, P.L. and Kovac, A. (2004) Densities, Spectral Densities and Modality. Annals of Statistics, 32, 1093-1136.
[7] Hall, P., Minnotte, M.C. and Zhang, C. (2004) Bump Hunting with Non-Gaussian Kernels. Annals of Statistics, 32, 2124-2141. http://dx.doi.org/10.1214/009053604000000715
[8] Ray, S. and Lindsay, B.G. (2005) The Topography of Multivariate Normal Mixtures. Annals of Statistics, 33, 2042-2065. http://dx.doi.org/10.1214/009053605000000417
[9] Yao, W. and Lindsay, B.G. (2009) Bayesian Mixture Labeling by Highest Posterior Density. Journal of American Statistical Association, 104, 758-767. http://dx.doi.org/10.1198/jasa.2009.0237
[10] Yao, W. and Li, L. (2013) A New Regression Model: Modal Linear Regression. Scandinavian Journal of Statistics, 41, 656-671. http://dx.doi.org/10.1111/sjos.12054
[11] Lee, M.J. (1989) Mode Regression. Journal of Econometrics, 42, 337-349.
http://dx.doi.org/10.1016/0304-4076(89)90057-2
[12] Yao, W., Lindsay, B. and Li, R. (2012) Local Modal Regression. Journal of Nonparametric Statistics, 24, 647-663.
http://dx.doi.org/10.1080/10485252.2012.678848
[13] Yu, K. and Aristodemou, K. (2012) Bayesian Mode Regression. Technical Report. arXiv: 1208.0579v1.
[14] Zhao, W.H., Zhang, R.Q., Liu, Y.K. and Liu, J.C. (2014) Empirical Likelihood Based Modal Regression. Statistical Papers.
[15] Thomas, D.R. and Grunkemeier, G.L. (1975) Confidence Interval Estimation of Survival Interval Estimation of Survival Probabilities for Censored Data. Journal of the American Statistical Association, 70, 865-871.
http://dx.doi.org/10.1080/01621459.1975.10480315
[16] Owen, A. (2001) Empirical Likelihood. Chapman and Hall, New York. ，
http://dx.doi.org/10.1201/9781420036152
[17] Zhu, H.T., Ibrahim, J.G., Tang, N.S. and Zhang, H.P. (2008) Diagnostic Measures for Empirical Likelihood of Generalized Estimating Equations. Biometrika, 95, 489-507. http://dx.doi.org/10.1093/biomet/asm094
[18] Xue, L.G. and Zhu, L.X. (2010) Empirical Likelihood in Nonparametric and Semiparametric Models. Science Press, Beijing.
[19] Cook, R.D. and Weisberg, S. (1982) Residuals and Influence in Regression. Chapman and Hall, New York.
[20] Wei, B.C., Lu, G.B. and Shi, J.Q. (1990) Statistical Diagnostics. Publishing House of Southeast University, Nanjing.                      eww141007lx
标签：

评论

发表评论

此博客中的热门博文

Does Immigration Promote the Investment of the Monopolistic Firm?

In the present paper, we examine the effect of increasing uncertainty of immigrants’ growth on the optimal timing of investment of a firm that has a monopolistic power over the labor market. It is revealed that when the uncertainty of immigrants’ growth is more than a threshold level, increasing uncertainty of immigrants’ growth accelerates the optimal timing of firms’ investment and enhances the economic growth, even if the uncertainty of immigrants’ growth is formulated by the geometric Brownian motion, which is in sharp contrast to the standard result that an increase in the uncertainty postpones the optimal timing. With an increase in the immigrants over the past ten years, workforces in the host countries have been growing significantly to the extent that the immigrants represent 70% of the increase in the workforce in Europe, and 47% in the United States as OECD indicates. In the present paper, we attempted to investigate the effect of increased uncertainty caused by the growi...
发表评论
阅读全文

Education Policy Implementation: A Mechanism for Enhancing Primary Education Development in Zanzibar

Education is one of the fundamental rights of individuals; therefore, the government of a country needs to develop and strengthen educational policy and quality as well as to ensure that everyone has equal access to basic education. The improvement of access and quality of education in the world is becoming as an essential factor in development, whereas the basic education (primary school), is acknowledged as a foundation of the higher educational development for every country. To fulfill this goal, governments introduce several policies and procedures; however, it requires some reforms and participation from the politician, policymakers, and other stakeholders to re-examine educational policy so that it can lead to multiplication and betterment of the reforms. Educational reforms actually focus on accountability. A positive educational development and reform is very challenging and needs more effort and strategy on how to use and utilize the resources effectively as such it can achie...
发表评论
阅读全文